+147.8%
SW vs KGC
+657.9%
-510.1%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.5% | +1.5% |
| 7D | -5.1% | -1.3% | -3.8% | -5.0% |
| 30D | -4.6% | +20.3% | -24.9% | -6.2% |
| 3M | +9.4% | +8.1% | +1.3% | +8.4% |
| 6M | +3.5% | -8.8% | +12.3% | +3.7% |
| YTD | +22.0% | +10.1% | +12.0% | +20.5% |
| 1Y | +2.2% | +44.2% | -42.0% | -1.2% |
| 3Y | +19.6% | +533.0% | -513.4% | +3.0% |
| 5Y | -2.3% | +443.0% | -445.3% | -16.8% |
| All | +147.8% | +657.9% | -510.1% | +115.5% |
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