+44.2%
KGC vs SAN
+58.9%
-14.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.7% |
| 7D | -1.3% | +1.8% | -3.1% | -2.4% |
| 30D | +20.3% | +2.0% | +18.3% | +18.7% |
| 3M | +8.1% | +19.7% | -11.6% | -4.0% |
| 6M | -8.8% | +30.6% | -39.4% | -23.2% |
| YTD | +10.1% | +28.8% | -18.8% | -11.1% |
| 1Y | +44.2% | +57.8% | -13.5% | -2.7% |
| All | +44.2% | +58.9% | -14.7% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling