+492.7%
SPCX vs KGC
+154.9%
+337.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.7% | -7.4% |
| 7D | +13.2% | -4.1% | +17.3% | +2.1% |
| 30D | -10.6% | -11.6% | +1.0% | -36.6% |
| 3M | -4.2% | -24.5% | +20.3% | -56.9% |
| 6M | +536.7% | -33.8% | +570.4% | +170.7% |
| YTD | +542.4% | -26.2% | +568.5% | +171.9% |
| 1Y | +446.0% | -20.1% | +466.1% | +130.8% |
| All | +492.7% | +154.9% | +337.8% | +141.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling