+85.1%
KGC vs SCHG
+1,127.0%
-1,041.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.6% |
| 7D | -0.1% | -0.9% | +0.8% | +0.4% |
| 30D | +10.5% | -2.3% | +12.8% | +11.8% |
| 3M | +19.8% | +4.5% | +15.3% | +17.5% |
| 6M | -6.7% | +13.6% | -20.2% | -11.5% |
| YTD | +7.8% | +7.6% | +0.2% | +4.7% |
| 1Y | +35.7% | +13.0% | +22.6% | +29.0% |
| 3Y | +553.7% | +87.0% | +466.7% | +391.1% |
| 5Y | +461.7% | +82.9% | +378.8% | +317.7% |
| 10Y | +710.2% | +453.6% | +256.5% | +248.8% |
| All | +85.1% | +1,127.0% | -1,041.9% | -57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling