+53.7%
KGC vs SIRI
-8.5%
+62.1%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.2% |
| 7D | -6.7% | -1.7% | -5.0% | -6.6% |
| 30D | -6.7% | +21.1% | -27.8% | -7.3% |
| 3M | -22.6% | +14.7% | -37.3% | -23.0% |
| 6M | -33.4% | +22.9% | -56.4% | -33.9% |
| YTD | -26.0% | +65.7% | -91.7% | -27.3% |
| 1Y | -18.3% | +53.5% | -71.8% | -19.6% |
| 3Y | +315.8% | -23.0% | +338.8% | +315.9% |
| 5Y | +225.7% | -41.5% | +267.2% | +226.9% |
| 10Y | +610.5% | -7.4% | +617.9% | +600.6% |
| All | +53.7% | -8.5% | +62.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 all: compounded portfolio wealth divided by compounded SIRI 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…
all analysis · Full analysis span regression · 6 months rolling