+461.7%
KGC vs SPYG
+83.9%
+377.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.3% |
| 30D | +10.5% | -1.7% | +12.2% | +11.7% |
| 3M | +19.8% | +3.6% | +16.1% | +17.4% |
| 6M | -6.7% | +16.6% | -23.3% | -14.0% |
| YTD | +7.8% | +13.4% | -5.6% | +0.8% |
| 1Y | +35.7% | +19.6% | +16.1% | +23.5% |
| 3Y | +553.7% | +99.8% | +453.9% | +345.9% |
| 5Y | +461.7% | +85.0% | +376.7% | +268.8% |
| All | +461.7% | +83.9% | +377.8% | +268.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling