+22.7%
SYY vs KGC
+435.7%
-413.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.3% | +5.2% | +1.1% |
| 7D | +1.5% | -8.4% | +9.9% | +2.0% |
| 30D | -2.3% | +6.3% | -8.7% | -2.7% |
| 3M | +5.5% | +22.4% | -16.9% | +4.1% |
| 6M | -1.0% | -11.4% | +10.5% | -0.6% |
| YTD | +14.1% | +3.1% | +11.0% | +13.3% |
| 1Y | +5.6% | +26.6% | -21.1% | +3.2% |
| 3Y | +27.9% | +525.6% | -497.7% | +8.2% |
| 5Y | +22.7% | +451.7% | -428.9% | +2.8% |
| All | +22.7% | +435.7% | -413.0% | +2.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling