+660.5%
KGC vs SHAK
+87.2%
+573.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.2% | -2.5% | +0.3% |
| 7D | -5.6% | -8.3% | +2.6% | -4.7% |
| 30D | +6.1% | -12.6% | +18.8% | +7.9% |
| 3M | +17.3% | +9.1% | +8.2% | +16.1% |
| 6M | -10.3% | -31.2% | +21.0% | -7.1% |
| YTD | +3.9% | -21.6% | +25.4% | +5.8% |
| 1Y | +25.7% | -38.8% | +64.5% | +31.3% |
| 3Y | +526.0% | +0.6% | +525.4% | +504.7% |
| 5Y | +455.5% | -22.5% | +478.0% | +434.4% |
| All | +660.5% | +87.2% | +573.3% | +688.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling