-4.3%
KGC vs SFM
-35.8%
+31.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.6% | +3.8% | +7.5% |
| 7D | -6.8% | -12.3% | +5.5% | -7.1% |
| 30D | -9.2% | -16.2% | +7.0% | -9.9% |
| 3M | -9.1% | -36.8% | +27.7% | -12.9% |
| 6M | -25.7% | -32.6% | +6.9% | -27.6% |
| YTD | -23.6% | -31.7% | +8.1% | -26.6% |
| 1Y | -4.3% | -35.0% | +30.7% | -7.6% |
| All | -4.3% | -35.8% | +31.5% | -7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling