+15.6%
SHW vs KGC
+296.2%
-280.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +3.7% |
| 7D | +1.6% | +11.1% | -9.6% | +0.4% |
| 30D | +12.1% | -3.7% | +15.8% | +12.3% |
| 3M | -3.0% | -17.2% | +14.3% | -1.3% |
| 6M | +13.5% | -27.3% | +40.8% | +16.6% |
| YTD | +11.2% | -18.5% | +29.8% | +12.5% |
| 1Y | +6.2% | -5.7% | +11.9% | +5.9% |
| 3Y | +45.6% | +336.5% | -290.8% | +20.0% |
| 5Y | +15.6% | +298.7% | -283.1% | -8.0% |
| All | +15.6% | +296.2% | -280.6% | -8.0% |
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 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