+56.4%
SAP vs KGC
+450.1%
-393.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.5% |
| 7D | -2.9% | -1.3% | -1.6% | -2.7% |
| 30D | +9.0% | +20.3% | -11.3% | +5.8% |
| 3M | +14.9% | +8.1% | +6.9% | +13.1% |
| 6M | +11.9% | -8.8% | +20.7% | +12.6% |
| YTD | -9.9% | +10.1% | -20.0% | -12.8% |
| 1Y | -19.5% | +44.2% | -63.8% | -26.5% |
| 3Y | +61.8% | +533.0% | -471.2% | +6.1% |
| All | +56.4% | +450.1% | -393.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling