+597.0%
SE vs KGC
+690.9%
-93.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +0.6% | +2.4% | -1.8% | +0.1% |
| 30D | -0.1% | +9.2% | -9.3% | -2.0% |
| 3M | +34.1% | +16.7% | +17.4% | +29.4% |
| 6M | +23.2% | -7.0% | +30.2% | +23.7% |
| YTD | -11.2% | +7.5% | -18.7% | -13.5% |
| 1Y | -40.5% | +34.4% | -74.9% | -44.9% |
| 3Y | +196.3% | +552.0% | -355.7% | +97.6% |
| 5Y | -67.0% | +454.5% | -521.6% | -77.8% |
| All | +597.0% | +690.9% | -93.9% | +375.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling