+655.3%
KGC vs SPXS
-99.5%
+754.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.0% |
| 7D | -8.4% | +6.4% | -14.8% | -7.4% |
| 30D | +6.3% | +6.0% | +0.4% | +7.6% |
| 3M | +22.4% | -11.6% | +34.1% | +20.6% |
| 6M | -11.4% | -28.7% | +17.3% | -14.9% |
| YTD | +3.1% | -26.3% | +29.4% | -0.1% |
| 1Y | +26.6% | -34.9% | +61.5% | +20.9% |
| 3Y | +525.6% | -79.5% | +605.0% | +425.0% |
| 5Y | +451.7% | -85.9% | +537.6% | +363.2% |
| All | +655.3% | -99.5% | +754.9% | +437.3% |
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