+21,774.2%
SHW vs KGC
+217.8%
+21,556.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.1% | +0.2% | -2.4% | -2.1% |
| 30D | +11.1% | -8.8% | +19.9% | +11.3% |
| 3M | -2.2% | -21.1% | +18.9% | -1.7% |
| 6M | +14.3% | -32.3% | +46.6% | +15.2% |
| YTD | +10.6% | -23.5% | +34.0% | +11.0% |
| 1Y | +4.1% | -15.0% | +19.0% | +4.3% |
| 3Y | +42.9% | +327.5% | -284.7% | +38.2% |
| 5Y | +14.2% | +244.3% | -230.1% | +10.4% |
| 10Y | +346.7% | +634.8% | -288.0% | +324.8% |
| All | +21,774.2% | +217.8% | +21,556.3% | +21,222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling