+318.6%
KGC vs SFM
+18.5%
+300.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.8% | +7.9% | +3.4% |
| 7D | +10.5% | -1.2% | +11.7% | +10.6% |
| 30D | -4.1% | -24.8% | +20.7% | -2.1% |
| 3M | -13.1% | -43.7% | +30.6% | -9.8% |
| 6M | -27.5% | -37.3% | +9.7% | -25.6% |
| YTD | -20.7% | -38.4% | +17.7% | -18.9% |
| 1Y | -6.1% | -36.9% | +30.9% | -4.2% |
| 3Y | +318.6% | +20.7% | +297.9% | +265.4% |
| All | +318.6% | +18.5% | +300.1% | +265.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling