+5,976.4%
SO vs KGC
+357.0%
+5,619.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.5% | -0.7% |
| 7D | -0.2% | -1.3% | +1.1% | -0.1% |
| 30D | -4.6% | +20.3% | -24.9% | -4.9% |
| 3M | -3.0% | +8.1% | -11.1% | -3.3% |
| 6M | -8.3% | -8.8% | +0.5% | -8.2% |
| YTD | +3.5% | +10.1% | -6.5% | +3.1% |
| 1Y | -0.9% | +44.2% | -45.1% | -1.9% |
| 3Y | +45.4% | +533.0% | -487.7% | +39.5% |
| 5Y | +59.6% | +443.0% | -383.4% | +53.1% |
| 10Y | +156.6% | +678.6% | -522.0% | +143.8% |
| All | +5,976.4% | +357.0% | +5,619.4% | +5,908.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling