+26.3%
SYY vs KGC
+548.3%
-521.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.2% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -2.7% | +10.5% | -13.2% | -3.1% |
| 3M | +5.9% | +19.8% | -13.9% | +5.1% |
| 6M | -2.3% | -6.7% | +4.3% | -2.3% |
| YTD | +13.1% | +7.8% | +5.3% | +12.7% |
| 1Y | +3.8% | +35.7% | -31.9% | +2.7% |
| All | +26.3% | +548.3% | -521.9% | +7.9% |
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