+250.8%
KGC vs SPG
+5,923.7%
-5,672.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.0% | +0.7% | +2.5% |
| 7D | +11.1% | +5.1% | +6.1% | +10.4% |
| 30D | -3.7% | +16.8% | -20.6% | -5.7% |
| 3M | -17.2% | +5.7% | -22.9% | -17.8% |
| 6M | -27.3% | +17.8% | -45.1% | -28.9% |
| YTD | -18.5% | +30.1% | -48.6% | -21.4% |
| 1Y | -5.7% | +32.8% | -38.5% | -9.3% |
| 3Y | +336.5% | +137.2% | +199.3% | +288.8% |
| 5Y | +298.7% | +81.5% | +217.2% | +264.0% |
| 10Y | +538.5% | +116.5% | +422.0% | +448.9% |
| All | +250.8% | +5,923.7% | -5,672.9% | +178.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling