+1,434.4%
SRE vs KGC
+139.0%
+1,295.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.8% | -6.7% | +8.4% | +2.0% |
| 30D | -3.0% | -6.7% | +3.7% | -2.8% |
| 3M | -7.3% | -22.6% | +15.3% | -6.5% |
| 6M | -11.9% | -33.4% | +21.5% | -10.7% |
| YTD | -7.9% | -26.0% | +18.1% | -7.3% |
| 1Y | -11.1% | -18.3% | +7.1% | -11.0% |
| 3Y | +24.8% | +315.8% | -291.0% | +16.2% |
| 5Y | +52.4% | +225.7% | -173.3% | +42.2% |
| 10Y | +127.9% | +610.5% | -482.6% | +104.6% |
| All | +1,434.4% | +139.0% | +1,295.4% | +1,406.6% |
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