+12.0%
SPY vs KGC
-18.5%
+30.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | 0.0% |
| 7D | +3.3% | -4.1% | +7.4% | +3.7% |
| 30D | -2.7% | -11.6% | +9.0% | -1.5% |
| 3M | -1.7% | -24.5% | +22.8% | +0.8% |
| 6M | +3.1% | -34.6% | +37.6% | +7.0% |
| YTD | +11.9% | -26.2% | +38.1% | +12.0% |
| 1Y | +12.0% | -20.1% | +32.1% | +10.3% |
| All | +12.0% | -18.5% | +30.5% | +10.3% |
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