+14.6%
SNOW vs KGC
+144.3%
-129.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +5.5% | -6.7% | +12.1% | +6.9% |
| 30D | -13.2% | -6.7% | -6.5% | -12.2% |
| 3M | -13.7% | -22.6% | +8.8% | -9.8% |
| 6M | +91.0% | -33.4% | +124.4% | +104.4% |
| YTD | +32.7% | -26.0% | +58.6% | +37.0% |
| 1Y | +13.3% | -18.3% | +31.6% | +14.4% |
| 3Y | +83.4% | +315.8% | -232.4% | +24.2% |
| 5Y | -24.7% | +225.7% | -250.4% | -47.4% |
| All | +14.6% | +144.3% | -129.7% | -13.8% |
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 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