+587.2%
KGC vs SPG
+113.9%
+473.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.7% | +2.0% | -8.6% | -6.8% |
| 30D | -6.7% | +17.2% | -23.9% | -7.9% |
| 3M | -22.6% | +6.3% | -28.9% | -23.0% |
| 6M | -33.4% | +18.7% | -52.1% | -34.4% |
| YTD | -26.0% | +30.1% | -56.1% | -27.7% |
| 1Y | -18.3% | +32.8% | -51.1% | -20.3% |
| 3Y | +315.8% | +133.6% | +182.2% | +289.2% |
| 5Y | +225.7% | +84.4% | +141.3% | +203.5% |
| All | +587.2% | +113.9% | +473.3% | +575.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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