+568.9%
KGC vs SPY
+304.1%
+264.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.6% |
| 7D | +8.0% | -0.6% | +8.6% | +8.3% |
| 30D | -9.3% | -3.7% | -5.6% | -7.4% |
| 3M | -21.3% | -2.7% | -18.6% | -20.0% |
| 6M | -31.5% | +2.2% | -33.7% | -31.9% |
| YTD | -23.2% | +10.8% | -34.1% | -26.5% |
| 1Y | -15.0% | +11.2% | -26.3% | -18.7% |
| 3Y | +328.7% | +76.5% | +252.2% | +231.2% |
| 5Y | +262.9% | +72.9% | +189.9% | +178.2% |
| 10Y | +568.9% | +304.8% | +264.1% | +344.1% |
| All | +568.9% | +304.1% | +264.8% | +344.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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