+395.8%
KGC vs SBAC
+2,232.4%
-1,836.6%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.6% | -6.3% | -5.8% |
| 7D | +8.0% | +3.6% | +4.4% | +7.8% |
| 30D | -9.3% | +4.9% | -14.2% | -9.6% |
| 3M | -21.3% | +6.5% | -27.8% | -21.7% |
| 6M | -31.5% | -11.1% | -20.4% | -31.0% |
| YTD | -23.2% | +0.9% | -24.2% | -23.6% |
| 1Y | -15.0% | -1.6% | -13.5% | -15.3% |
| 3Y | +328.7% | -7.0% | +335.7% | +328.6% |
| 5Y | +262.9% | -39.2% | +302.1% | +272.3% |
| 10Y | +568.9% | +111.4% | +457.5% | +538.9% |
| All | +395.8% | +2,232.4% | -1,836.6% | +328.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling