+265.2%
SU vs KGC
+698.0%
-432.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +2.2% | -5.6% | +7.9% | +2.8% |
| 30D | +8.4% | +6.1% | +2.3% | +7.6% |
| 3M | +12.1% | +17.3% | -5.2% | +9.7% |
| 6M | +19.7% | -10.3% | +30.0% | +19.9% |
| YTD | +58.4% | +3.9% | +54.6% | +55.4% |
| 1Y | +67.2% | +25.7% | +41.5% | +59.5% |
| 3Y | +125.0% | +526.0% | -400.9% | +73.8% |
| 5Y | +355.1% | +455.5% | -100.4% | +247.6% |
| All | +265.2% | +698.0% | -432.8% | +175.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling