+379.5%
SE vs KGC
+499.4%
-119.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | +3.3% | +11.1% | -7.9% | +1.1% |
| 30D | -18.2% | -3.7% | -14.4% | -17.7% |
| 3M | -31.3% | -17.2% | -14.1% | -29.1% |
| 6M | -10.1% | -27.3% | +17.2% | -5.5% |
| YTD | -38.9% | -18.5% | -20.4% | -37.4% |
| 1Y | -48.0% | -5.7% | -42.3% | -48.2% |
| 3Y | +78.8% | +336.5% | -257.7% | +28.6% |
| 5Y | -77.1% | +298.7% | -375.8% | -83.7% |
| All | +379.5% | +499.4% | -119.9% | +244.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling