+315.8%
KGC vs SPG
+135.6%
+180.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -6.7% | +2.0% | -8.6% | -7.2% |
| 30D | -6.7% | +17.2% | -23.9% | -11.0% |
| 3M | -22.6% | +6.3% | -28.9% | -24.0% |
| 6M | -33.4% | +18.7% | -52.1% | -37.1% |
| YTD | -26.0% | +30.1% | -56.1% | -32.0% |
| 1Y | -18.3% | +32.8% | -51.1% | -25.3% |
| 3Y | +315.8% | +133.6% | +182.2% | +200.6% |
| All | +315.8% | +135.6% | +180.2% | +200.6% |
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