+587.2%
KGC vs SPXS
-99.5%
+686.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.5% |
| 7D | -6.7% | -7.5% | +0.9% | -7.9% |
| 30D | -6.7% | +5.3% | -12.0% | -5.4% |
| 3M | -22.6% | +9.7% | -32.3% | -20.7% |
| 6M | -33.4% | -4.6% | -28.9% | -32.9% |
| YTD | -26.0% | -25.8% | -0.2% | -27.8% |
| 1Y | -18.3% | -28.8% | +10.5% | -20.6% |
| 3Y | +315.8% | -80.2% | +396.0% | +249.2% |
| 5Y | +225.7% | -83.2% | +308.9% | +179.9% |
| All | +587.2% | -99.5% | +686.7% | +465.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling