+426.2%
KGC vs SBAC
+2,219.2%
-1,793.0%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.3% | +2.7% |
| 7D | +11.1% | +3.0% | +8.2% | +10.9% |
| 30D | -3.7% | +4.3% | -8.1% | -4.1% |
| 3M | -17.2% | +4.1% | -21.4% | -17.5% |
| 6M | -27.3% | -11.6% | -15.7% | -26.8% |
| YTD | -18.5% | +0.4% | -18.9% | -18.9% |
| 1Y | -5.7% | -1.1% | -4.6% | -6.0% |
| 3Y | +336.5% | -7.3% | +343.7% | +336.4% |
| 5Y | +298.7% | -40.8% | +339.5% | +309.7% |
| 10Y | +538.5% | +103.0% | +435.6% | +511.4% |
| All | +426.2% | +2,219.2% | -1,793.0% | +355.0% |
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