+587.2%
KGC vs SAN
+270.1%
+317.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.1% |
| 7D | -6.7% | +4.0% | -10.7% | -7.4% |
| 30D | -6.7% | -7.8% | +1.2% | -5.2% |
| 3M | -22.6% | -16.4% | -6.2% | -20.0% |
| 6M | -33.4% | +3.5% | -37.0% | -33.6% |
| YTD | -26.0% | +6.7% | -32.7% | -26.7% |
| 1Y | -18.3% | +14.5% | -32.8% | -19.9% |
| 3Y | +315.8% | +243.5% | +72.3% | +251.3% |
| 5Y | +225.7% | +296.2% | -70.5% | +163.8% |
| All | +587.2% | +270.1% | +317.1% | +424.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling