+79.9%
SPY vs KGC
+350.6%
-270.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.4% | +2.1% |
| 7D | +0.1% | +11.1% | -11.1% | -1.0% |
| 30D | -3.3% | -3.7% | +0.4% | -3.1% |
| 3M | -2.4% | -17.2% | +14.8% | -1.0% |
| 6M | +2.6% | -27.3% | +29.8% | +5.1% |
| YTD | +11.2% | -18.5% | +29.8% | +12.0% |
| 1Y | +13.4% | -5.7% | +19.1% | +12.5% |
| 3Y | +79.9% | +336.5% | -256.6% | +50.9% |
| All | +79.9% | +350.6% | -270.8% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling