+710.2%
KGC vs SPY
+312.5%
+397.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.5% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | +10.5% | -1.4% | +11.9% | +11.3% |
| 3M | +19.8% | +3.7% | +16.1% | +17.8% |
| 6M | -6.7% | +13.0% | -19.7% | -11.7% |
| YTD | +7.8% | +12.4% | -4.6% | +2.2% |
| 1Y | +35.7% | +18.5% | +17.1% | +25.7% |
| 3Y | +553.7% | +77.6% | +476.1% | +400.7% |
| 5Y | +461.7% | +81.7% | +380.0% | +321.4% |
| 10Y | +710.2% | +319.7% | +390.5% | +375.7% |
| All | +710.2% | +312.5% | +397.7% | +375.7% |
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