+63.7%
SE vs KGC
+315.0%
-251.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | -6.7% | +6.2% | +0.9% |
| 30D | -20.9% | -6.7% | -14.3% | -19.9% |
| 3M | -38.9% | -22.6% | -16.3% | -36.0% |
| 6M | -19.4% | -33.4% | +14.0% | -13.4% |
| YTD | -40.9% | -26.0% | -14.9% | -37.8% |
| 1Y | -46.2% | -18.3% | -27.9% | -44.4% |
| 3Y | +63.7% | +315.8% | -252.1% | +34.5% |
| All | +63.7% | +315.0% | -251.3% | +34.5% |
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