+229.2%
KGC vs SAN
+1,664.5%
-1,435.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.2% | +5.3% | +3.4% |
| 7D | +10.5% | +4.9% | +5.6% | +9.7% |
| 30D | -4.1% | -13.0% | +8.9% | -1.9% |
| 3M | -13.1% | -18.9% | +5.8% | -10.2% |
| 6M | -27.5% | -4.1% | -23.4% | -26.9% |
| YTD | -20.7% | +2.6% | -23.3% | -20.9% |
| 1Y | -6.1% | +16.9% | -23.0% | -8.0% |
| 3Y | +318.6% | +239.1% | +79.6% | +250.5% |
| 5Y | +289.9% | +266.8% | +23.1% | +219.4% |
| 10Y | +501.8% | +246.0% | +255.8% | +373.6% |
| All | +229.2% | +1,664.5% | -1,435.3% | +132.1% |
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