-19.5%
SAP vs KGC
+43.6%
-63.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -2.9% | -1.3% | -1.6% | -2.8% |
| 30D | +9.0% | +20.3% | -11.3% | +7.7% |
| 3M | +14.9% | +8.1% | +6.9% | +14.4% |
| 6M | +11.9% | -8.8% | +20.7% | +11.9% |
| YTD | -9.9% | +10.1% | -20.0% | -9.5% |
| 1Y | -19.5% | +44.2% | -63.8% | -14.8% |
| All | -19.5% | +43.6% | -63.2% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 1y: compounded portfolio wealth divided by compounded KGC 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…
1y analysis · Full analysis span regression · 6 months rolling