+311.1%
SPY vs KGC
+567.0%
-255.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -0.9% | +0.2% | -1.1% | -0.9% |
| 30D | -2.4% | -8.8% | +6.5% | -1.7% |
| 3M | -1.2% | -21.1% | +19.9% | +0.4% |
| 6M | +3.3% | -32.3% | +35.6% | +6.0% |
| YTD | +12.3% | -23.5% | +35.7% | +13.6% |
| 1Y | +12.4% | -15.0% | +27.4% | +12.8% |
| 3Y | +78.8% | +327.5% | -248.7% | +56.6% |
| 5Y | +75.2% | +244.3% | -169.1% | +52.5% |
| 10Y | +311.1% | +634.8% | -323.6% | +258.9% |
| All | +311.1% | +567.0% | -255.9% | +258.9% |
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