+660.5%
KGC vs SNY
+64.5%
+596.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -5.6% | -3.3% | -2.3% | -4.7% |
| 30D | +6.1% | -2.2% | +8.3% | +6.8% |
| 3M | +17.3% | -3.0% | +20.4% | +18.2% |
| 6M | -10.3% | +2.7% | -13.0% | -11.0% |
| YTD | +3.9% | -6.8% | +10.7% | +5.6% |
| 1Y | +25.7% | -5.3% | +31.0% | +27.0% |
| 3Y | +526.0% | -9.8% | +535.8% | +524.0% |
| 5Y | +455.5% | +9.7% | +445.8% | +408.8% |
| All | +660.5% | +64.5% | +596.0% | +498.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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