+17.1%
SNPS vs KGC
+450.1%
-433.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.3% | -3.1% | -5.1% |
| 7D | -11.0% | -1.3% | -9.7% | -10.8% |
| 30D | -1.7% | +20.3% | -22.0% | -4.5% |
| 3M | -20.4% | +8.1% | -28.4% | -21.6% |
| 6M | -8.6% | -8.8% | +0.1% | -8.1% |
| YTD | -16.2% | +10.1% | -26.2% | -18.5% |
| 1Y | -34.6% | +44.2% | -78.8% | -39.5% |
| 3Y | -14.5% | +533.0% | -547.5% | -39.9% |
| All | +17.1% | +450.1% | -433.0% | -20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling