+658.7%
KGC vs SBAC
+76.8%
+581.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.4% | -0.1% | +2.5% | +2.5% |
| 30D | +9.2% | +3.2% | +6.0% | +8.3% |
| 3M | +16.7% | -5.1% | +21.8% | +17.8% |
| 6M | -7.0% | -2.1% | -4.9% | -7.6% |
| YTD | +7.5% | -0.5% | +8.0% | +5.9% |
| 1Y | +34.4% | +1.1% | +33.2% | +31.7% |
| 3Y | +552.0% | -7.4% | +559.4% | +548.1% |
| 5Y | +454.5% | -44.3% | +498.9% | +531.2% |
| 10Y | +658.7% | +77.6% | +581.1% | +593.1% |
| All | +658.7% | +76.8% | +581.9% | +593.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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