+188.0%
SOUN vs KGC
+548.3%
-360.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.5% |
| 7D | -4.4% | -0.1% | -4.3% | -4.5% |
| 30D | -13.1% | +10.5% | -23.6% | -16.7% |
| 3M | -7.7% | +19.8% | -27.5% | -14.2% |
| 6M | -21.2% | -6.7% | -14.5% | -20.5% |
| YTD | -35.0% | +7.8% | -42.8% | -38.1% |
| 1Y | -56.4% | +35.7% | -92.0% | -61.6% |
| All | +188.0% | +548.3% | -360.3% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling