+3,781.0%
SHOP vs KGC
+637.7%
+3,143.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.2% | -6.7% | +5.4% | 0.0% |
| 30D | -14.7% | -6.7% | -8.1% | -13.7% |
| 3M | -7.2% | -22.6% | +15.4% | -3.3% |
| 6M | +54.2% | -33.4% | +87.6% | +64.1% |
| YTD | -8.6% | -26.0% | +17.4% | -5.2% |
| 1Y | +0.5% | -18.3% | +18.8% | +2.5% |
| 3Y | +135.9% | +315.8% | -179.8% | +78.6% |
| 5Y | -11.9% | +225.7% | -237.6% | -33.0% |
| All | +3,781.0% | +637.7% | +3,143.3% | +2,716.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling