+262.9%
KGC vs SPXS
-83.1%
+346.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -5.5% |
| 7D | +8.0% | +0.4% | +7.6% | +8.6% |
| 30D | -9.3% | +10.8% | -20.1% | -5.9% |
| 3M | -21.3% | +9.6% | -31.0% | -18.4% |
| 6M | -31.5% | -4.7% | -26.8% | -30.7% |
| YTD | -23.2% | -24.6% | +1.3% | -26.0% |
| 1Y | -15.0% | -24.6% | +9.5% | -17.7% |
| 3Y | +328.7% | -79.8% | +408.5% | +219.5% |
| 5Y | +262.9% | -83.3% | +346.2% | +174.1% |
| All | +262.9% | -83.1% | +346.0% | +174.1% |
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