+1,537.1%
SOXX vs KGC
+698.0%
+839.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.4% | -5.6% | +7.0% | +2.3% |
| 30D | -3.6% | +6.1% | -9.7% | -4.6% |
| 3M | -10.2% | +17.3% | -27.5% | -12.6% |
| 6M | +54.2% | -10.3% | +64.5% | +55.7% |
| YTD | +75.2% | +3.9% | +71.4% | +73.0% |
| 1Y | +107.5% | +25.7% | +81.8% | +99.3% |
| 3Y | +226.8% | +526.0% | -299.2% | +154.4% |
| 5Y | +251.2% | +455.5% | -204.2% | +170.9% |
| All | +1,537.1% | +698.0% | +839.1% | +1,187.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling