-5.5%
SAP vs KGC
-14.2%
+8.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.2% | -1.0% |
| 7D | +1.5% | +8.0% | -6.5% | +0.7% |
| 30D | +8.8% | -9.3% | +18.1% | +9.6% |
| 3M | +12.1% | -21.3% | +33.4% | +14.5% |
| 6M | +34.6% | -31.5% | +66.1% | +39.3% |
| YTD | -2.1% | -23.2% | +21.1% | -0.6% |
| 1Y | -5.5% | -15.0% | +9.5% | -6.5% |
| All | -5.5% | -14.2% | +8.6% | -6.5% |
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