+463.0%
KGC vs SFM
+230.0%
+233.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.1% | -2.6% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +20.3% | -4.4% | +24.6% | +20.7% |
| 3M | +8.1% | +1.5% | +6.6% | +7.5% |
| 6M | -8.8% | +6.5% | -15.2% | -10.3% |
| YTD | +10.1% | +2.2% | +7.9% | +8.5% |
| 1Y | +44.2% | -41.9% | +86.1% | +55.3% |
| 3Y | +533.0% | +106.8% | +426.3% | +443.0% |
| All | +463.0% | +230.0% | +233.1% | +344.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling