+20.2%
SGOV vs KGC
+453.5%
-433.3%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | 0.0% |
| 7D | 0.0% | -5.6% | +5.7% | 0.0% |
| 30D | +0.3% | +6.1% | -5.8% | +0.3% |
| 3M | +0.9% | +17.3% | -16.4% | +0.9% |
| 6M | +1.8% | -10.3% | +12.1% | +1.8% |
| YTD | +2.5% | +3.9% | -1.3% | +2.5% |
| 1Y | +3.8% | +25.7% | -22.0% | +3.8% |
| 3Y | +14.4% | +526.0% | -511.6% | +14.4% |
| All | +20.2% | +453.5% | -433.3% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling