+585.5%
KGC vs SPXU
-99.5%
+685.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.1% | -4.6% | -3.3% |
| 7D | -4.1% | -9.4% | +5.3% | -5.7% |
| 30D | -11.6% | +7.4% | -19.1% | -10.1% |
| 3M | -24.5% | +6.2% | -30.7% | -23.2% |
| 6M | -34.6% | -7.2% | -27.3% | -34.3% |
| YTD | -26.2% | -26.8% | +0.6% | -28.1% |
| 1Y | -20.1% | -26.3% | +6.1% | -22.0% |
| 3Y | +312.4% | -80.6% | +393.0% | +244.3% |
| 5Y | +224.9% | -83.6% | +308.5% | +177.7% |
| All | +585.5% | -99.5% | +685.0% | +453.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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