+358.3%
SE vs KGC
+443.3%
-85.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.5% | +4.3% | +1.4% |
| 7D | -1.5% | -4.1% | +2.6% | -0.7% |
| 30D | -22.3% | -11.6% | -10.7% | -20.6% |
| 3M | -41.8% | -24.5% | -17.3% | -38.9% |
| 6M | -22.4% | -34.6% | +12.2% | -16.7% |
| YTD | -41.6% | -26.2% | -15.4% | -39.0% |
| 1Y | -48.0% | -20.1% | -27.9% | -46.6% |
| 3Y | +63.9% | +312.4% | -248.5% | +19.2% |
| 5Y | -78.2% | +224.9% | -303.1% | -83.9% |
| All | +358.3% | +443.3% | -85.0% | +235.2% |
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 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