-0.1%
SW vs KGC
+281.7%
-281.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.5% | -3.4% | +3.1% |
| 7D | +12.1% | -6.8% | +18.8% | +12.9% |
| 30D | +6.6% | -9.2% | +15.7% | +7.6% |
| 3M | -6.0% | -9.1% | +3.1% | -5.3% |
| 6M | +21.5% | -25.7% | +47.1% | +25.2% |
| YTD | +20.3% | -23.6% | +44.0% | +23.2% |
| 1Y | +28.1% | -4.3% | +32.4% | +28.6% |
| 3Y | +51.6% | +298.1% | -246.5% | +27.1% |
| 5Y | -0.1% | +288.1% | -288.2% | -23.8% |
| All | -0.1% | +281.7% | -281.8% | -23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling