+30.5%
SNOW vs KGC
+255.8%
-225.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.2% |
| 7D | +8.4% | -0.1% | +8.5% | +8.5% |
| 30D | -1.0% | +10.5% | -11.4% | -2.9% |
| 3M | +38.3% | +19.8% | +18.5% | +33.0% |
| 6M | +81.3% | -6.7% | +88.0% | +81.3% |
| YTD | +51.1% | +7.8% | +43.3% | +45.7% |
| 1Y | +47.0% | +35.7% | +11.3% | +33.9% |
| 3Y | +99.7% | +553.7% | -453.9% | +23.6% |
| 5Y | +3.6% | +461.7% | -458.1% | -34.9% |
| All | +30.5% | +255.8% | -225.3% | -8.3% |
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 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