-55.3%
SOUN vs KGC
+28.8%
-84.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.3% | +1.2% | -1.2% |
| 7D | -6.8% | -8.4% | +1.6% | -3.2% |
| 30D | -15.2% | +6.3% | -21.6% | -18.0% |
| 3M | -7.0% | +22.4% | -29.4% | -15.5% |
| 6M | -20.5% | -11.4% | -9.1% | -18.5% |
| YTD | -37.0% | +3.1% | -40.2% | -40.7% |
| 1Y | -55.3% | +26.6% | -81.9% | -60.0% |
| All | -55.3% | +28.8% | -84.1% | -60.0% |
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 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