+51.6%
SW vs KGC
+301.7%
-250.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.4% | +3.0% |
| 7D | +12.1% | -6.8% | +18.8% | +13.0% |
| 30D | +6.6% | -9.2% | +15.7% | +7.7% |
| 3M | -6.0% | -9.1% | +3.1% | -5.2% |
| 6M | +21.5% | -25.7% | +47.1% | +25.5% |
| YTD | +20.3% | -23.6% | +44.0% | +23.7% |
| 1Y | +28.1% | -4.3% | +32.4% | +29.7% |
| All | +51.6% | +301.7% | -250.2% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling