+51.0%
SWKS vs KGC
+635.9%
-584.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -3.5% | +6.3% | +3.2% |
| 7D | +10.9% | -4.1% | +14.9% | +11.4% |
| 30D | +17.6% | -11.6% | +29.2% | +19.3% |
| 3M | +29.2% | -24.5% | +53.7% | +33.6% |
| 6M | +37.0% | -34.6% | +71.5% | +43.9% |
| YTD | +44.9% | -26.2% | +71.1% | +48.3% |
| 1Y | +33.8% | -20.1% | +53.9% | +35.3% |
| 3Y | +10.2% | +312.4% | -302.2% | -13.2% |
| 5Y | -37.0% | +224.9% | -261.9% | -50.3% |
| All | +51.0% | +635.9% | -584.9% | +14.0% |
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