+112.6%
SPOT vs KGC
+454.1%
-341.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.3% | -1.1% |
| 7D | -6.5% | -0.1% | -6.4% | -6.5% |
| 30D | +2.2% | +10.5% | -8.3% | -0.1% |
| 3M | +5.4% | +19.8% | -14.4% | +0.8% |
| 6M | -4.0% | -6.7% | +2.7% | -3.8% |
| YTD | -9.9% | +7.8% | -17.7% | -13.4% |
| 1Y | -27.3% | +35.7% | -62.9% | -34.7% |
| 3Y | +236.4% | +553.7% | -317.3% | +93.8% |
| 5Y | +112.6% | +461.7% | -349.1% | +26.6% |
| All | +112.6% | +454.1% | -341.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling