+197.2%
SO vs KGC
+662.9%
-465.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | +0.8% | +0.2% | +0.5% | +0.7% |
| 30D | +7.8% | -8.8% | +16.6% | +8.5% |
| 3M | +2.9% | -21.1% | +24.0% | +4.6% |
| 6M | +2.5% | -32.3% | +34.8% | +5.2% |
| YTD | +10.3% | -23.5% | +33.7% | +11.2% |
| 1Y | +6.4% | -15.0% | +21.3% | +6.1% |
| 3Y | +52.8% | +327.5% | -274.7% | +27.9% |
| 5Y | +78.7% | +244.3% | -165.6% | +49.9% |
| All | +197.2% | +662.9% | -465.7% | +129.1% |
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 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