+218.7%
KGC vs SAN
+1,787.7%
-1,569.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.9% |
| 7D | +8.0% | +10.8% | -2.7% | +6.3% |
| 30D | -9.3% | -5.7% | -3.6% | -8.5% |
| 3M | -21.3% | -13.4% | -7.9% | -19.6% |
| 6M | -31.5% | +3.5% | -35.0% | -31.7% |
| YTD | -23.2% | +9.7% | -33.0% | -24.3% |
| 1Y | -15.0% | +20.9% | -35.9% | -17.3% |
| 3Y | +328.7% | +254.3% | +74.4% | +256.4% |
| 5Y | +262.9% | +304.2% | -41.3% | +193.0% |
| 10Y | +568.9% | +260.2% | +308.7% | +423.0% |
| All | +218.7% | +1,787.7% | -1,569.0% | +122.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling