+365.7%
SE vs KGC
+483.4%
-117.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.5% |
| 7D | +2.0% | +10.5% | -8.5% | 0.0% |
| 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% | -11.5% |
| YTD | -40.6% | -20.7% | -19.9% | -38.9% |
| 1Y | -50.7% | -6.1% | -44.6% | -50.8% |
| 3Y | +70.3% | +318.6% | -248.3% | +23.5% |
| 5Y | -78.8% | +289.9% | -368.8% | -84.8% |
| All | +365.7% | +483.4% | -117.6% | +236.0% |
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