+44.2%
KGC vs SGI
-17.2%
+61.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.5% |
| 7D | -1.3% | +8.5% | -9.8% | -4.7% |
| 30D | +20.3% | +0.7% | +19.6% | +19.6% |
| 3M | +8.1% | +0.6% | +7.5% | +7.3% |
| 6M | -8.8% | -17.9% | +9.2% | -3.6% |
| YTD | +10.1% | -21.2% | +31.2% | +18.0% |
| 1Y | +44.2% | -18.9% | +63.1% | +59.5% |
| All | +44.2% | -17.2% | +61.4% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling