+521.7%
KGC vs SCCO
+178.0%
+343.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -7.2% | +2.9% | -0.3% |
| 7D | -8.4% | -2.7% | -5.7% | -7.2% |
| 30D | +6.3% | -0.2% | +6.5% | +6.2% |
| 3M | +22.4% | +17.8% | +4.7% | +11.6% |
| 6M | -11.4% | +2.3% | -13.7% | -13.3% |
| YTD | +3.1% | +41.6% | -38.5% | -13.3% |
| 1Y | +26.6% | +101.9% | -75.3% | -8.8% |
| All | +521.7% | +178.0% | +343.7% | +288.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 3y: compounded portfolio wealth divided by compounded SCCO 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…
3y analysis · Full analysis span regression · 6 months rolling