+655.3%
KGC vs SPYG
+420.3%
+235.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.8% | -3.5% | -3.9% |
| 7D | -8.4% | -1.8% | -6.6% | -7.6% |
| 30D | +6.3% | -1.9% | +8.3% | +7.4% |
| 3M | +22.4% | +5.2% | +17.3% | +19.8% |
| 6M | -11.4% | +15.6% | -27.0% | -16.3% |
| YTD | +3.1% | +12.4% | -9.3% | -1.5% |
| 1Y | +26.6% | +17.5% | +9.2% | +18.9% |
| 3Y | +525.6% | +98.1% | +427.5% | +373.7% |
| 5Y | +451.7% | +84.9% | +366.7% | +318.9% |
| All | +655.3% | +420.3% | +235.0% | +357.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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