+710.2%
KGC vs SGI
+263.3%
+446.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +0.5% |
| 7D | -0.1% | +0.6% | -0.7% | -0.2% |
| 30D | +10.5% | +5.5% | +4.9% | +9.8% |
| 3M | +19.8% | -3.6% | +23.4% | +20.2% |
| 6M | -6.7% | -15.0% | +8.4% | -5.2% |
| YTD | +7.8% | -23.0% | +30.8% | +10.5% |
| 1Y | +35.7% | -18.4% | +54.1% | +38.3% |
| 3Y | +553.7% | +57.8% | +495.9% | +524.7% |
| 5Y | +461.7% | +51.5% | +410.2% | +424.7% |
| 10Y | +710.2% | +275.2% | +435.0% | +654.4% |
| All | +710.2% | +263.3% | +446.9% | +654.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling