+80.7%
SAP vs KGC
+226.6%
-145.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.3% |
| 7D | +0.6% | -6.7% | +7.3% | +1.7% |
| 30D | +6.5% | -6.7% | +13.2% | +7.4% |
| 3M | +12.2% | -22.6% | +34.8% | +16.2% |
| 6M | +46.1% | -33.4% | +79.5% | +54.0% |
| YTD | -1.6% | -26.0% | +24.4% | +0.9% |
| 1Y | -5.1% | -18.3% | +13.2% | -4.5% |
| 3Y | +68.4% | +315.8% | -247.4% | +17.4% |
| All | +80.7% | +226.6% | -145.9% | +26.8% |
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