-6.4%
SAP vs KGC
-8.8%
+2.4%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.4% |
| 7D | -0.7% | +10.5% | -11.1% | -1.7% |
| 30D | +11.1% | -4.1% | +15.2% | +11.3% |
| 3M | +17.0% | -13.1% | +30.1% | +18.4% |
| 6M | +34.8% | -27.5% | +62.4% | +38.6% |
| YTD | -2.2% | -20.7% | +18.5% | -0.8% |
| 1Y | -6.4% | -6.1% | -0.4% | -8.1% |
| All | -6.4% | -8.8% | +2.4% | -8.1% |
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