+155.9%
SO vs KGC
+645.2%
-489.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +1.0% | +2.4% | -1.4% | +0.8% |
| 30D | -3.2% | +9.2% | -12.4% | -4.1% |
| 3M | -1.7% | +16.7% | -18.4% | -3.4% |
| 6M | -7.2% | -7.0% | -0.2% | -7.2% |
| YTD | +4.6% | +7.5% | -2.9% | +2.7% |
| 1Y | +1.2% | +34.4% | -33.1% | -3.1% |
| 3Y | +45.3% | +552.0% | -506.7% | +16.9% |
| 5Y | +58.7% | +454.5% | -395.8% | +27.6% |
| 10Y | +155.9% | +658.7% | -502.8% | +95.5% |
| All | +155.9% | +645.2% | -489.3% | +95.5% |
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