+2,432.7%
SAP vs KGC
+4.8%
+2,428.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.0% | -7.1% | -4.3% |
| 7D | -0.7% | +10.5% | -11.1% | -1.3% |
| 30D | +11.1% | -4.1% | +15.2% | +11.3% |
| 3M | +17.0% | -13.1% | +30.1% | +17.8% |
| 6M | +34.8% | -27.5% | +62.4% | +36.9% |
| YTD | -2.2% | -20.7% | +18.5% | -1.5% |
| 1Y | -6.4% | -6.1% | -0.4% | -6.8% |
| 3Y | +75.1% | +318.6% | -243.5% | +58.5% |
| 5Y | +69.8% | +289.9% | -220.1% | +52.9% |
| 10Y | +219.8% | +501.8% | -282.0% | +176.7% |
| All | +2,432.7% | +4.8% | +2,428.0% | +2,019.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling