+2,032.7%
KGC vs SPYG
+564.9%
+1,467.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | +20.3% | -0.4% | +20.7% | +20.5% |
| 3M | +8.1% | +0.5% | +7.5% | +8.1% |
| 6M | -8.8% | +17.5% | -26.2% | -12.9% |
| YTD | +10.1% | +14.3% | -4.3% | +6.0% |
| 1Y | +44.2% | +21.7% | +22.5% | +36.5% |
| 3Y | +533.0% | +98.6% | +434.4% | +416.7% |
| 5Y | +443.0% | +85.1% | +357.9% | +348.1% |
| 10Y | +678.6% | +412.0% | +266.5% | +396.0% |
| All | +2,032.7% | +564.9% | +1,467.9% | +712.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling