+288.1%
KGC vs SGI
+51.2%
+236.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -5.5% | +8.5% | +4.5% |
| 7D | +10.5% | +1.0% | +9.5% | +10.1% |
| 30D | -4.1% | +3.9% | -8.0% | -5.3% |
| 3M | -13.1% | -0.8% | -12.3% | -13.1% |
| 6M | -27.5% | -18.0% | -9.6% | -24.1% |
| YTD | -20.7% | -27.6% | +6.9% | -14.6% |
| 1Y | -6.1% | -27.2% | +21.2% | +1.1% |
| 3Y | +318.6% | +76.0% | +242.6% | +256.6% |
| All | +288.1% | +51.2% | +236.9% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling