+491.9%
SPCX vs KGC
+164.3%
+327.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.9% |
| 7D | +2.8% | +0.2% | +2.6% | +2.2% |
| 30D | -14.5% | -8.8% | -5.7% | -35.1% |
| 3M | +4.8% | -21.1% | +25.9% | -47.8% |
| 6M | +535.8% | -31.3% | +567.2% | +192.5% |
| YTD | +541.5% | -23.5% | +564.9% | +193.8% |
| 1Y | +443.5% | -15.0% | +458.5% | +148.5% |
| All | +491.9% | +164.3% | +327.7% | +160.9% |
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