+889.2%
KGC vs SHAK
+43.4%
+845.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.0% |
| 7D | +2.4% | -0.3% | +2.8% | +2.5% |
| 30D | +9.2% | -5.2% | +14.5% | +9.9% |
| 3M | +16.7% | +27.3% | -10.5% | +13.8% |
| 6M | -7.0% | -27.9% | +20.9% | -4.6% |
| YTD | +7.5% | -17.0% | +24.5% | +8.7% |
| 1Y | +34.4% | -30.9% | +65.3% | +38.0% |
| 3Y | +552.0% | +3.4% | +548.6% | +531.2% |
| 5Y | +454.5% | -20.5% | +475.0% | +435.3% |
| 10Y | +658.7% | +88.3% | +570.4% | +573.6% |
| All | +889.2% | +43.4% | +845.8% | +792.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SHAK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling