+1,507.7%
SRE vs KGC
+255.5%
+1,252.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.5% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.7% | +20.3% | -21.0% | -1.6% |
| 3M | -6.3% | +8.1% | -14.4% | -6.8% |
| 6M | -10.7% | -8.8% | -1.9% | -10.6% |
| YTD | -3.5% | +10.1% | -13.5% | -4.3% |
| 1Y | +5.3% | +44.2% | -38.9% | +3.1% |
| 3Y | +31.8% | +533.0% | -501.2% | +20.8% |
| 5Y | +47.4% | +443.0% | -395.6% | +34.9% |
| 10Y | +120.6% | +678.6% | -558.0% | +96.6% |
| All | +1,507.7% | +255.5% | +1,252.3% | +1,455.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling