+331.3%
SPGI vs KGC
+480.7%
-149.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.0% | -4.0% | -1.2% |
| 7D | +0.3% | +10.5% | -10.2% | -0.5% |
| 30D | +18.4% | -4.1% | +22.4% | +18.6% |
| 3M | +15.7% | -13.1% | +28.8% | +16.6% |
| 6M | +17.3% | -27.5% | +44.8% | +19.5% |
| YTD | -4.7% | -20.7% | +16.0% | -4.2% |
| 1Y | +1.8% | -6.1% | +7.9% | +0.8% |
| 3Y | +31.7% | +318.6% | -286.9% | +12.2% |
| 5Y | +12.1% | +289.9% | -277.9% | -5.9% |
| All | +331.3% | +480.7% | -149.4% | +261.6% |
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