+658.7%
KGC vs SFM
+293.3%
+365.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.5% | +4.2% | -1.5% |
| 7D | +2.4% | -5.8% | +8.3% | +3.2% |
| 30D | +9.2% | -11.4% | +20.6% | +10.9% |
| 3M | +16.7% | -12.2% | +28.9% | +18.4% |
| 6M | -7.0% | -5.2% | -1.8% | -7.3% |
| YTD | +7.5% | -4.5% | +12.0% | +6.6% |
| 1Y | +34.4% | -45.4% | +79.7% | +45.0% |
| 3Y | +552.0% | +91.1% | +460.9% | +461.4% |
| 5Y | +454.5% | +226.8% | +227.7% | +325.5% |
| 10Y | +658.7% | +291.9% | +366.8% | +419.1% |
| All | +658.7% | +293.3% | +365.3% | +419.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling