+202.1%
KGC vs SARO
-22.5%
+224.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.2% |
| 7D | -5.6% | -3.1% | -2.5% | -4.7% |
| 30D | +6.1% | -12.2% | +18.4% | +10.1% |
| 3M | +17.3% | -7.4% | +24.7% | +19.3% |
| 6M | -10.3% | -15.3% | +5.0% | -6.9% |
| YTD | +3.9% | -16.2% | +20.0% | +8.1% |
| 1Y | +25.7% | -12.1% | +37.8% | +29.2% |
| All | +202.1% | -22.5% | +224.6% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 3y: compounded portfolio wealth divided by compounded SARO 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…
3y analysis · Full analysis span regression · 6 months rolling