+454.5%
KGC vs SGI
+61.8%
+392.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.2% |
| 7D | +2.4% | +9.3% | -6.8% | 0.0% |
| 30D | +9.2% | +6.9% | +2.3% | +7.2% |
| 3M | +16.7% | +2.8% | +13.9% | +15.6% |
| 6M | -7.0% | -12.6% | +5.6% | -4.3% |
| YTD | +7.5% | -21.5% | +29.0% | +13.3% |
| 1Y | +34.4% | -18.8% | +53.1% | +40.3% |
| 3Y | +552.0% | +60.8% | +491.1% | +467.9% |
| 5Y | +454.5% | +60.0% | +394.5% | +342.3% |
| All | +454.5% | +61.8% | +392.7% | +342.3% |
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 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