-0.3%
SPOT vs KGC
-5.3%
+5.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +7.5% | -2.9% | +4.3% |
| 7D | +16.6% | -6.8% | +23.4% | +16.8% |
| 30D | +29.9% | -9.2% | +39.1% | +30.2% |
| 3M | +31.3% | -9.1% | +40.4% | +30.7% |
| 6M | +43.2% | -25.7% | +68.9% | +45.0% |
| YTD | +8.1% | -23.6% | +31.7% | +9.2% |
| 1Y | -0.3% | -4.3% | +4.0% | -4.3% |
| All | -0.3% | -5.3% | +5.0% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling