+1.2%
SO vs KGC
+34.5%
-33.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.0% |
| 7D | +1.0% | +2.4% | -1.4% | +1.0% |
| 30D | -3.2% | +9.2% | -12.4% | -3.3% |
| 3M | -1.7% | +16.7% | -18.4% | -1.9% |
| 6M | -7.2% | -7.0% | -0.2% | -6.9% |
| YTD | +4.6% | +7.5% | -2.9% | +3.9% |
| 1Y | +1.2% | +34.4% | -33.1% | -0.4% |
| All | +1.2% | +34.5% | -33.3% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling