+229.3%
SAP vs KGC
+567.0%
-337.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +7.5% | -8.8% | +16.3% | +8.4% |
| 3M | +11.6% | -21.1% | +32.7% | +14.4% |
| 6M | +37.6% | -32.3% | +69.9% | +43.0% |
| YTD | -2.0% | -23.5% | +21.5% | -0.3% |
| 1Y | -6.4% | -15.0% | +8.6% | -6.1% |
| 3Y | +67.7% | +327.5% | -259.8% | +34.7% |
| 5Y | +75.7% | +244.3% | -168.6% | +40.5% |
| 10Y | +229.3% | +634.8% | -405.4% | +157.0% |
| All | +229.3% | +567.0% | -337.7% | +157.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling