+457.7%
KGC vs SEI
+605.9%
-148.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.4% |
| 7D | -6.7% | +10.5% | -17.1% | -7.6% |
| 30D | -6.7% | -8.0% | +1.4% | -6.7% |
| 3M | -22.6% | +6.7% | -29.3% | -24.3% |
| 6M | -33.4% | -17.0% | -16.4% | -33.6% |
| YTD | -26.0% | +39.7% | -65.6% | -30.8% |
| 1Y | -18.3% | +43.2% | -61.5% | -23.9% |
| 3Y | +315.8% | +676.3% | -360.6% | +198.5% |
| 5Y | +225.7% | +891.0% | -665.3% | +124.0% |
| All | +457.7% | +605.9% | -148.2% | +264.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling