+1,423.6%
SRE vs KGC
+138.5%
+1,285.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.1% |
| 7D | -1.1% | -4.1% | +3.0% | -0.9% |
| 30D | -4.1% | -11.6% | +7.5% | -3.7% |
| 3M | -7.3% | -24.5% | +17.2% | -6.4% |
| 6M | -14.1% | -34.6% | +20.4% | -12.9% |
| YTD | -8.5% | -26.2% | +17.6% | -8.0% |
| 1Y | -12.0% | -20.1% | +8.1% | -11.8% |
| 3Y | +23.4% | +312.4% | -289.0% | +14.9% |
| 5Y | +51.3% | +224.9% | -173.6% | +41.2% |
| 10Y | +126.3% | +608.7% | -482.5% | +103.1% |
| All | +1,423.6% | +138.5% | +1,285.2% | +1,396.1% |
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