+467.8%
KGC vs SPY
+82.8%
+385.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.9% | -2.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +20.3% | +0.1% | +20.2% | +20.3% |
| 3M | +8.1% | +2.0% | +6.1% | +6.8% |
| 6M | -8.8% | +13.0% | -21.8% | -16.2% |
| YTD | +10.1% | +13.5% | -3.5% | +0.7% |
| 1Y | +44.2% | +20.0% | +24.3% | +27.2% |
| 3Y | +533.0% | +77.2% | +455.8% | +314.4% |
| All | +467.8% | +82.8% | +385.0% | +247.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling