-15.0%
KGC vs SBAC
+0.4%
-15.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -5.8% |
| 7D | +8.0% | +3.6% | +4.4% | +7.7% |
| 30D | -9.3% | +4.9% | -14.2% | -9.6% |
| 3M | -21.3% | +6.5% | -27.8% | -21.8% |
| 6M | -31.5% | -11.1% | -20.4% | -31.6% |
| YTD | -23.2% | +0.9% | -24.2% | -23.5% |
| 1Y | -15.0% | -1.6% | -13.5% | -15.4% |
| All | -15.0% | +0.4% | -15.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling