+70.3%
SE vs KGC
+317.1%
-246.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.5% |
| 7D | +2.0% | +10.5% | -8.5% | -0.1% |
| 30D | -20.0% | -4.1% | -15.9% | -19.5% |
| 3M | -31.8% | -13.1% | -18.7% | -30.3% |
| 6M | -15.9% | -27.5% | +11.7% | -11.4% |
| YTD | -40.6% | -20.7% | -19.9% | -38.4% |
| 1Y | -50.7% | -6.1% | -44.6% | -50.3% |
| 3Y | +70.3% | +318.6% | -248.3% | +37.1% |
| All | +70.3% | +317.1% | -246.8% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling