+196.2%
W vs KGC
+651.8%
-455.6%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.5% | -1.9% |
| 7D | -3.6% | +10.5% | -14.1% | -5.1% |
| 30D | +7.0% | -4.1% | +11.0% | +7.5% |
| 3M | +7.4% | -13.1% | +20.4% | +9.4% |
| 6M | +69.3% | -27.5% | +96.9% | +77.1% |
| YTD | +11.3% | -20.7% | +32.0% | +14.2% |
| 1Y | +13.2% | -6.1% | +19.3% | +13.5% |
| 3Y | +142.0% | +318.6% | -176.6% | +92.3% |
| 5Y | -54.6% | +289.9% | -344.6% | -64.4% |
| 10Y | +243.7% | +501.8% | -258.1% | +167.2% |
| All | +196.2% | +651.8% | -455.6% | +213.8% |
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