+32.8%
SNOW vs KGC
+263.3%
-230.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.0% |
| 7D | +2.8% | -1.3% | +4.1% | +3.1% |
| 30D | +6.4% | +20.3% | -13.9% | +2.6% |
| 3M | +38.1% | +8.1% | +30.0% | +35.4% |
| 6M | +100.4% | -8.8% | +109.2% | +101.2% |
| YTD | +53.7% | +10.1% | +43.7% | +47.6% |
| 1Y | +52.0% | +44.2% | +7.7% | +36.7% |
| 3Y | +114.7% | +533.0% | -418.4% | +34.0% |
| 5Y | +8.8% | +443.0% | -434.2% | -31.2% |
| All | +32.8% | +263.3% | -230.5% | -7.1% |
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