+526.0%
KGC vs SCHG
+86.3%
+439.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.1% |
| 7D | -5.6% | -1.0% | -4.6% | -5.0% |
| 30D | +6.1% | -1.3% | +7.4% | +7.1% |
| 3M | +17.3% | +5.4% | +11.9% | +13.8% |
| 6M | -10.3% | +14.4% | -24.7% | -16.3% |
| YTD | +3.9% | +8.0% | -4.2% | -0.5% |
| 1Y | +25.7% | +12.7% | +13.0% | +18.3% |
| 3Y | +526.0% | +85.6% | +440.4% | +393.0% |
| All | +526.0% | +86.3% | +439.7% | +393.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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