+298.7%
KGC vs SBAC
-40.7%
+339.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.6% |
| 7D | +11.1% | +3.0% | +8.2% | +10.2% |
| 30D | -3.7% | +4.3% | -8.1% | -5.0% |
| 3M | -17.2% | +4.1% | -21.4% | -18.3% |
| 6M | -27.3% | -11.6% | -15.7% | -25.1% |
| YTD | -18.5% | +0.4% | -18.9% | -20.0% |
| 1Y | -5.7% | -1.1% | -4.6% | -7.0% |
| 3Y | +336.5% | -7.3% | +343.7% | +334.2% |
| 5Y | +298.7% | -40.8% | +339.5% | +383.1% |
| All | +298.7% | -40.7% | +339.4% | +383.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling