+357.0%
KGC vs SAN
+2,116.5%
-1,759.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | -1.3% | +1.8% | -3.1% | -1.5% |
| 30D | +20.3% | +2.0% | +18.3% | +19.9% |
| 3M | +8.1% | +19.7% | -11.6% | +5.3% |
| 6M | -8.8% | +30.6% | -39.4% | -12.1% |
| YTD | +10.1% | +28.8% | -18.8% | +6.0% |
| 1Y | +44.2% | +57.8% | -13.5% | +35.0% |
| 3Y | +533.0% | +338.1% | +194.9% | +409.4% |
| 5Y | +443.0% | +384.2% | +58.8% | +326.1% |
| 10Y | +678.6% | +353.1% | +325.4% | +487.8% |
| All | +357.0% | +2,116.5% | -1,759.4% | +211.1% |
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