+284.1%
SHW vs KGC
+678.3%
-394.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -1.9% | -1.7% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -11.4% | +10.5% | -21.9% | -12.0% |
| 3M | +3.5% | +19.8% | -16.3% | +2.1% |
| 6M | -3.4% | -6.7% | +3.3% | -3.3% |
| YTD | -0.3% | +7.8% | -8.1% | -1.3% |
| 1Y | -10.4% | +35.7% | -46.1% | -12.6% |
| 3Y | +21.3% | +553.7% | -532.4% | +7.0% |
| 5Y | +12.9% | +461.7% | -448.8% | -0.9% |
| 10Y | +284.1% | +710.2% | -426.1% | +241.0% |
| All | +284.1% | +678.3% | -394.2% | +241.0% |
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 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