+27.1%
SW vs KGC
-8.8%
+35.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -4.0% | -1.6% |
| 7D | +2.3% | +10.5% | -8.2% | -0.1% |
| 30D | +6.8% | -4.1% | +10.8% | +7.3% |
| 3M | -5.2% | -13.1% | +7.9% | -3.0% |
| 6M | +7.4% | -27.5% | +35.0% | +13.9% |
| YTD | +17.4% | -20.7% | +38.1% | +20.3% |
| 1Y | +27.1% | -6.1% | +33.2% | +25.9% |
| All | +27.1% | -8.8% | +35.9% | +25.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling