+568.9%
KGC vs SGI
+356.4%
+212.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.3% | -0.5% | -5.1% |
| 7D | +8.0% | -3.9% | +12.0% | +8.6% |
| 30D | -9.3% | +0.9% | -10.3% | -9.5% |
| 3M | -21.3% | -2.9% | -18.4% | -21.1% |
| 6M | -31.5% | -9.0% | -22.5% | -30.7% |
| YTD | -23.2% | -29.2% | +5.9% | -20.3% |
| 1Y | -15.0% | -32.3% | +17.2% | -11.4% |
| 3Y | +328.7% | +72.4% | +256.3% | +306.5% |
| 5Y | +262.9% | +50.6% | +212.3% | +239.7% |
| 10Y | +568.9% | +335.2% | +233.6% | +521.3% |
| All | +568.9% | +356.4% | +212.4% | +521.3% |
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