-15.0%
KGC vs SGI
-30.7%
+15.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.3% | -0.5% | -3.1% |
| 7D | +8.0% | -3.9% | +12.0% | +10.0% |
| 30D | -9.3% | +0.9% | -10.3% | -10.2% |
| 3M | -21.3% | -2.9% | -18.4% | -20.6% |
| 6M | -31.5% | -9.0% | -22.5% | -29.2% |
| YTD | -23.2% | -29.2% | +5.9% | -11.7% |
| 1Y | -15.0% | -32.3% | +17.2% | +0.5% |
| All | -15.0% | -30.7% | +15.7% | +0.5% |
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