+555.2%
KGC vs SN
+389.7%
+165.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | -1.3% | -9.3% | +8.1% | +0.4% |
| 30D | +20.3% | -4.8% | +25.1% | +21.3% |
| 3M | +8.1% | +40.4% | -32.3% | +1.9% |
| 6M | -8.8% | +50.9% | -59.7% | -15.4% |
| YTD | +10.1% | +54.9% | -44.9% | +1.5% |
| 1Y | +44.2% | +43.0% | +1.2% | +33.6% |
| All | +555.2% | +389.7% | +165.5% | +386.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling