-0.6%
SWKS vs KGC
+304.9%
-305.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.2% |
| 7D | -9.2% | 0.0% | -9.1% | -9.3% |
| 30D | -1.9% | -9.3% | +7.4% | -0.7% |
| 3M | +21.2% | -15.9% | +37.1% | +23.7% |
| 6M | +12.9% | -24.9% | +37.7% | +16.4% |
| YTD | +30.7% | -23.0% | +53.8% | +32.6% |
| 1Y | +14.1% | -9.9% | +24.1% | +12.5% |
| All | -0.6% | +304.9% | -305.4% | -28.5% |
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