+461.7%
KGC vs SPXS
-85.7%
+547.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.2% | +0.7% |
| 7D | -0.1% | +1.2% | -1.3% | +0.3% |
| 30D | +10.5% | +5.2% | +5.3% | +12.2% |
| 3M | +19.8% | -9.2% | +28.9% | +17.8% |
| 6M | -6.7% | -29.6% | +22.9% | -12.7% |
| YTD | +7.8% | -27.6% | +35.4% | +1.9% |
| 1Y | +35.7% | -36.7% | +72.4% | +25.2% |
| 3Y | +553.7% | -79.8% | +633.5% | +387.6% |
| 5Y | +461.7% | -85.9% | +547.6% | +314.3% |
| All | +461.7% | -85.7% | +547.4% | +314.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling