+372.3%
SE vs KGC
+464.8%
-92.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.8% | +4.3% | -0.3% |
| 7D | 0.0% | +8.0% | -8.0% | -1.5% |
| 30D | -19.4% | -9.3% | -10.1% | -18.0% |
| 3M | -33.1% | -21.3% | -11.8% | -30.3% |
| 6M | -11.4% | -31.5% | +20.0% | -5.8% |
| YTD | -39.8% | -23.2% | -16.6% | -37.6% |
| 1Y | -50.5% | -15.0% | -35.4% | -49.7% |
| 3Y | +68.9% | +328.7% | -259.8% | +22.0% |
| 5Y | -77.1% | +262.9% | -340.0% | -83.4% |
| All | +372.3% | +464.8% | -92.4% | +242.8% |
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 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