-15.0%
KGC vs SN
+140.3%
-155.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.4% |
| 7D | +8.0% | +7.6% | +0.5% | +5.7% |
| 30D | -9.3% | +22.4% | -31.8% | -14.8% |
| 3M | -21.3% | +21.7% | -43.0% | -25.9% |
| 6M | -31.5% | +102.8% | -134.3% | -47.1% |
| YTD | -23.2% | +102.4% | -125.7% | -43.5% |
| 1Y | -15.0% | +139.0% | -154.0% | -40.7% |
| All | -15.0% | +140.3% | -155.4% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling