+318.6%
KGC vs SPG
+124.5%
+194.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | +10.5% | +4.9% | +5.6% | +9.0% |
| 30D | -4.1% | +15.6% | -19.7% | -8.0% |
| 3M | -13.1% | +4.1% | -17.2% | -14.2% |
| 6M | -27.5% | +13.6% | -41.1% | -30.5% |
| YTD | -20.7% | +27.5% | -48.3% | -26.6% |
| 1Y | -6.1% | +32.2% | -38.3% | -13.9% |
| 3Y | +318.6% | +126.0% | +192.6% | +212.3% |
| All | +318.6% | +124.5% | +194.1% | +212.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling