+111.5%
SYY vs KGC
+692.5%
-581.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.1% |
| 7D | +1.5% | -8.4% | +9.9% | +1.8% |
| 30D | -2.3% | +6.3% | -8.7% | -2.6% |
| 3M | +5.5% | +22.4% | -16.9% | +4.6% |
| 6M | -1.0% | -11.4% | +10.5% | -0.8% |
| YTD | +14.1% | +3.1% | +11.0% | +13.6% |
| 1Y | +5.6% | +26.6% | -21.1% | +4.2% |
| 3Y | +27.9% | +525.6% | -497.7% | +17.9% |
| 5Y | +22.7% | +451.7% | -428.9% | +12.3% |
| All | +111.5% | +692.5% | -581.0% | +101.8% |
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 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