+568.9%
KGC vs SFM
+138.5%
+430.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.3% | -5.6% |
| 7D | +8.0% | -6.9% | +14.9% | +9.1% |
| 30D | -9.3% | -25.0% | +15.7% | -5.9% |
| 3M | -21.3% | -42.7% | +21.4% | -15.2% |
| 6M | -31.5% | -41.0% | +9.5% | -26.9% |
| YTD | -23.2% | -38.7% | +15.4% | -19.3% |
| 1Y | -15.0% | -38.1% | +23.1% | -10.9% |
| 3Y | +328.7% | +19.3% | +309.4% | +287.0% |
| 5Y | +262.9% | +103.1% | +159.8% | +187.7% |
| 10Y | +568.9% | +131.1% | +437.8% | +359.9% |
| All | +568.9% | +138.5% | +430.4% | +359.9% |
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