-2.9%
SHOP vs KGC
+286.2%
-289.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.0% | +0.6% | +2.9% |
| 7D | -5.4% | +10.5% | -15.9% | -7.6% |
| 30D | -10.3% | -4.1% | -6.3% | -9.5% |
| 3M | +1.0% | -13.1% | +14.1% | +3.6% |
| 6M | +41.2% | -27.5% | +68.8% | +50.3% |
| YTD | -7.5% | -20.7% | +13.2% | -4.7% |
| 1Y | -4.6% | -6.1% | +1.5% | -5.7% |
| 3Y | +146.4% | +318.6% | -172.2% | +56.4% |
| All | -2.9% | +286.2% | -289.1% | -39.6% |
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