+15.0%
SHW vs KGC
+450.8%
-435.8%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | 0.0% | -2.0% |
| 7D | -1.2% | +2.4% | -3.6% | -1.4% |
| 30D | -11.6% | +9.2% | -20.8% | -12.5% |
| 3M | +9.1% | +16.7% | -7.6% | +7.0% |
| 6M | -0.7% | -7.0% | +6.3% | -0.6% |
| YTD | +1.4% | +7.5% | -6.1% | -0.2% |
| 1Y | -12.3% | +34.4% | -46.6% | -15.8% |
| 3Y | +23.4% | +552.0% | -528.6% | -2.1% |
| 5Y | +15.0% | +454.5% | -439.5% | -10.3% |
| All | +15.0% | +450.8% | -435.8% | -10.3% |
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