+386.7%
KGC vs SNY
+241.5%
+145.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -8.4% | -3.6% | -4.8% | -7.4% |
| 30D | +6.3% | -1.9% | +8.3% | +7.0% |
| 3M | +22.4% | -2.0% | +24.4% | +23.1% |
| 6M | -11.4% | +2.5% | -14.0% | -12.1% |
| YTD | +3.1% | -7.0% | +10.1% | +5.0% |
| 1Y | +26.6% | -4.4% | +31.0% | +27.6% |
| 3Y | +525.6% | -8.4% | +534.0% | +520.8% |
| 5Y | +451.7% | +9.5% | +442.1% | +413.6% |
| 10Y | +675.3% | +64.3% | +611.0% | +528.2% |
| All | +386.7% | +241.5% | +145.2% | +222.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling