-13.6%
SOUN vs KGC
+543.7%
-557.3%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.6% | -1.4% |
| 7D | -4.4% | -0.1% | -4.3% | -4.4% |
| 30D | -13.1% | +10.5% | -23.6% | -14.5% |
| 3M | -7.7% | +19.8% | -27.5% | -10.2% |
| 6M | -21.2% | -6.7% | -14.5% | -21.3% |
| YTD | -35.0% | +7.8% | -42.8% | -35.6% |
| 1Y | -56.4% | +35.7% | -92.0% | -57.1% |
| 3Y | +181.7% | +553.7% | -372.0% | +204.8% |
| All | -13.6% | +543.7% | -557.3% | +43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling