-20.4%
SAP vs KGC
+34.5%
-54.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.3% | +0.6% | -1.5% |
| 7D | -0.3% | +2.4% | -2.7% | -0.4% |
| 30D | +2.6% | +9.2% | -6.6% | +2.0% |
| 3M | +16.3% | +16.7% | -0.5% | +15.2% |
| 6M | +6.4% | -7.0% | +13.4% | +6.4% |
| YTD | -11.4% | +7.5% | -18.9% | -10.9% |
| 1Y | -20.4% | +34.4% | -54.8% | -17.1% |
| All | -20.4% | +34.5% | -54.9% | -17.1% |
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