+20,418.4%
SHW vs KGC
+357.0%
+20,061.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.5% |
| 7D | -3.2% | -1.3% | -2.0% | -3.2% |
| 30D | -9.5% | +20.3% | -29.8% | -9.9% |
| 3M | +11.5% | +8.1% | +3.4% | +11.2% |
| 6M | -3.5% | -8.8% | +5.2% | -3.5% |
| YTD | +3.7% | +10.1% | -6.3% | +3.3% |
| 1Y | -7.9% | +44.2% | -52.1% | -8.8% |
| 3Y | +24.7% | +533.0% | -508.3% | +19.6% |
| 5Y | +13.6% | +443.0% | -429.4% | +8.8% |
| 10Y | +283.0% | +678.6% | -395.6% | +262.7% |
| All | +20,418.4% | +357.0% | +20,061.4% | +19,745.8% |
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