-18.3%
KGC vs SGI
-33.4%
+15.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -6.7% | -5.3% | -1.3% | -4.0% |
| 30D | -6.7% | -2.1% | -4.6% | -6.2% |
| 3M | -22.6% | -8.2% | -14.4% | -19.6% |
| 6M | -33.4% | -4.6% | -28.9% | -32.7% |
| YTD | -26.0% | -31.5% | +5.5% | -13.7% |
| 1Y | -18.3% | -30.8% | +12.5% | -5.4% |
| All | -18.3% | -33.4% | +15.1% | -5.4% |
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 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