+589.4%
SE vs KGC
+709.8%
-120.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.4% |
| 7D | -6.1% | -1.3% | -4.8% | -5.9% |
| 30D | -2.5% | +20.3% | -22.7% | -6.1% |
| 3M | +21.7% | +8.1% | +13.6% | +19.2% |
| 6M | +27.0% | -8.8% | +35.8% | +27.9% |
| YTD | -12.1% | +10.1% | -22.2% | -14.8% |
| 1Y | -40.9% | +44.2% | -85.1% | -46.0% |
| 3Y | +191.0% | +533.0% | -342.0% | +95.1% |
| 5Y | -68.3% | +443.0% | -511.3% | -78.6% |
| All | +589.4% | +709.8% | -120.4% | +368.3% |
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