+163.6%
W vs KGC
+943.6%
-780.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.3% | +4.8% | +2.9% |
| 7D | -4.2% | -1.3% | -2.9% | -4.0% |
| 30D | -7.6% | +20.3% | -27.8% | -10.3% |
| 3M | +37.2% | +8.1% | +29.1% | +35.0% |
| 6M | +26.3% | -8.8% | +35.1% | +27.4% |
| YTD | -1.0% | +10.1% | -11.0% | -3.3% |
| 1Y | +20.1% | +44.2% | -24.1% | +12.6% |
| 3Y | +37.8% | +533.0% | -495.2% | +2.9% |
| 5Y | -63.7% | +443.0% | -506.7% | -72.9% |
| 10Y | +156.3% | +678.6% | -522.2% | +89.7% |
| All | +163.6% | +943.6% | -780.0% | +165.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KGC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling