+587.2%
KGC vs SPYG
+393.2%
+194.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.7% |
| 7D | -6.7% | +2.3% | -9.0% | -7.6% |
| 30D | -6.7% | -6.5% | -0.2% | -3.7% |
| 3M | -22.6% | -6.8% | -15.7% | -19.9% |
| 6M | -33.4% | -3.1% | -30.3% | -32.1% |
| YTD | -26.0% | +8.0% | -34.0% | -27.9% |
| 1Y | -18.3% | +10.2% | -28.5% | -21.0% |
| 3Y | +315.8% | +91.0% | +224.8% | +221.3% |
| 5Y | +225.7% | +67.7% | +158.0% | +156.7% |
| All | +587.2% | +393.2% | +194.0% | +324.3% |
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