+963.7%
KGC vs SPY
+2,954.7%
-1,991.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | +10.5% | -2.7% | +13.2% | +11.6% |
| 30D | -4.1% | -5.4% | +1.3% | -2.0% |
| 3M | -13.1% | -4.1% | -9.0% | -11.6% |
| 6M | -27.5% | +0.7% | -28.3% | -27.4% |
| YTD | -20.7% | +8.7% | -29.4% | -22.5% |
| 1Y | -6.1% | +10.9% | -16.9% | -8.8% |
| 3Y | +318.6% | +75.0% | +243.6% | +247.0% |
| 5Y | +289.9% | +67.8% | +222.1% | +227.3% |
| 10Y | +501.8% | +312.9% | +189.0% | +279.7% |
| All | +963.7% | +2,954.7% | -1,991.0% | +300.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling