+192.9%
SO vs KGC
+635.9%
-443.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.1% | -1.2% |
| 7D | -0.9% | -4.1% | +3.1% | -0.6% |
| 30D | +4.9% | -11.6% | +16.6% | +5.8% |
| 3M | +0.8% | -24.5% | +25.3% | +2.8% |
| 6M | +0.6% | -34.6% | +35.1% | +3.5% |
| YTD | +8.7% | -26.2% | +34.8% | +9.9% |
| 1Y | +4.0% | -20.1% | +24.1% | +4.3% |
| 3Y | +50.6% | +312.4% | -261.8% | +26.4% |
| 5Y | +77.5% | +224.9% | -147.4% | +49.7% |
| All | +192.9% | +635.9% | -443.0% | +126.4% |
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 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