+0.6%
SWKS vs KGC
+317.1%
-316.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.0% | -1.8% | +0.8% |
| 7D | -6.2% | +10.5% | -16.6% | -7.6% |
| 30D | -1.5% | -4.1% | +2.6% | -1.1% |
| 3M | +23.0% | -13.1% | +36.0% | +24.8% |
| 6M | +27.6% | -27.5% | +55.2% | +32.3% |
| YTD | +32.3% | -20.7% | +53.0% | +33.6% |
| 1Y | +20.1% | -6.1% | +26.2% | +17.6% |
| 3Y | +0.6% | +318.6% | -318.0% | -27.9% |
| All | +0.6% | +317.1% | -316.4% | -27.9% |
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