+35.7%
KGC vs SPG
+18.0%
+17.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.7% | +0.8% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | +10.5% | -7.3% | +17.7% | +11.8% |
| 3M | +19.8% | -3.5% | +23.3% | +19.9% |
| 6M | -6.7% | +8.5% | -15.1% | -9.0% |
| YTD | +7.8% | +13.0% | -5.2% | +5.6% |
| 1Y | +35.7% | +18.0% | +17.6% | +33.9% |
| All | +35.7% | +18.0% | +17.7% | +33.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling