+29.9%
SPGI vs KGC
+315.0%
-285.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.8% | +1.1% |
| 7D | +1.2% | -6.7% | +7.9% | +1.6% |
| 30D | +15.9% | -6.7% | +22.6% | +16.2% |
| 3M | +12.3% | -22.6% | +34.9% | +13.4% |
| 6M | +23.7% | -33.4% | +57.1% | +25.6% |
| YTD | -3.5% | -26.0% | +22.4% | -3.4% |
| 1Y | +0.4% | -18.3% | +18.7% | -0.1% |
| 3Y | +29.9% | +315.8% | -285.9% | +8.3% |
| All | +29.9% | +315.0% | -285.1% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling