+445.9%
KGC vs SCHG
+84.3%
+361.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.2% |
| 7D | -5.6% | -1.0% | -4.6% | -5.1% |
| 30D | +6.1% | -1.3% | +7.4% | +7.0% |
| 3M | +17.3% | +5.4% | +11.9% | +14.1% |
| 6M | -10.3% | +14.4% | -24.7% | -15.8% |
| YTD | +3.9% | +8.0% | -4.2% | +0.1% |
| 1Y | +25.7% | +12.7% | +13.0% | +18.9% |
| 3Y | +526.0% | +85.6% | +440.4% | +360.4% |
| All | +445.9% | +84.3% | +361.6% | +271.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling