+250.1%
SPOT vs KGC
+720.8%
-470.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.3% |
| 7D | -6.9% | -8.4% | +1.6% | -5.8% |
| 30D | +4.1% | +6.3% | -2.2% | +3.2% |
| 3M | +3.7% | +22.4% | -18.7% | +0.6% |
| 6M | -1.6% | -11.4% | +9.8% | -0.9% |
| YTD | -10.2% | +3.1% | -13.3% | -11.6% |
| 1Y | -25.9% | +26.6% | -52.5% | -29.5% |
| 3Y | +235.6% | +525.6% | -290.0% | +157.7% |
| 5Y | +110.6% | +451.7% | -341.1% | +60.5% |
| All | +250.1% | +720.8% | -470.7% | +196.1% |
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