+47.0%
SWKS vs KGC
+662.9%
-616.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -0.3% | +6.2% | +6.0% |
| 7D | +5.7% | +0.2% | +5.5% | +5.6% |
| 30D | +17.3% | -8.8% | +26.2% | +18.5% |
| 3M | +28.3% | -21.1% | +49.3% | +31.8% |
| 6M | +26.1% | -32.3% | +58.4% | +31.8% |
| YTD | +41.1% | -23.5% | +64.5% | +43.7% |
| 1Y | +31.4% | -15.0% | +46.4% | +31.8% |
| 3Y | +7.3% | +327.5% | -320.2% | -15.9% |
| 5Y | -37.7% | +244.3% | -282.0% | -51.2% |
| All | +47.0% | +662.9% | -616.0% | +10.4% |
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