+568.9%
KGC vs SAN
+255.1%
+313.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.9% |
| 7D | +8.0% | +10.8% | -2.7% | +5.9% |
| 30D | -9.3% | -5.7% | -3.6% | -8.3% |
| 3M | -21.3% | -13.4% | -7.9% | -19.2% |
| 6M | -31.5% | +3.5% | -35.0% | -31.8% |
| YTD | -23.2% | +9.7% | -33.0% | -24.4% |
| 1Y | -15.0% | +20.9% | -35.9% | -17.5% |
| 3Y | +328.7% | +254.3% | +74.4% | +258.2% |
| 5Y | +262.9% | +304.2% | -41.3% | +190.5% |
| 10Y | +568.9% | +260.2% | +308.7% | +372.6% |
| All | +568.9% | +255.1% | +313.8% | +372.6% |
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