+463.0%
KGC vs SPG
+102.5%
+360.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.0% |
| 7D | -1.3% | -2.4% | +1.1% | -0.5% |
| 30D | +20.3% | -6.8% | +27.1% | +23.1% |
| 3M | +8.1% | +2.7% | +5.4% | +6.7% |
| 6M | -8.8% | +5.5% | -14.2% | -10.7% |
| YTD | +10.1% | +15.7% | -5.6% | +4.3% |
| 1Y | +44.2% | +20.9% | +23.3% | +34.5% |
| 3Y | +533.0% | +112.4% | +420.6% | +372.7% |
| All | +463.0% | +102.5% | +360.5% | +312.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling