+585.5%
KGC vs SFM
+137.0%
+448.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.2% | -3.8% |
| 7D | -4.1% | -0.4% | -3.6% | -4.1% |
| 30D | -11.6% | -19.2% | +7.6% | -9.3% |
| 3M | -24.5% | -40.3% | +15.8% | -19.2% |
| 6M | -34.6% | -40.9% | +6.3% | -30.1% |
| YTD | -26.2% | -35.5% | +9.3% | -23.0% |
| 1Y | -20.1% | -37.4% | +17.3% | -16.3% |
| 3Y | +312.4% | +25.5% | +286.9% | +268.9% |
| 5Y | +224.9% | +113.0% | +111.9% | +154.9% |
| All | +585.5% | +137.0% | +448.5% | +362.6% |
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 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