+102.2%
SNOW vs KGC
+556.1%
-453.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.2% |
| 7D | +4.9% | +2.4% | +2.5% | +4.7% |
| 30D | +1.5% | +9.2% | -7.7% | +0.3% |
| 3M | +39.5% | +16.7% | +22.8% | +36.3% |
| 6M | +85.9% | -7.0% | +92.9% | +86.0% |
| YTD | +52.9% | +7.5% | +45.5% | +49.2% |
| 1Y | +48.1% | +34.4% | +13.8% | +38.9% |
| 3Y | +102.2% | +552.0% | -449.8% | +49.4% |
| All | +102.2% | +556.1% | -453.9% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling