+367.7%
KGC vs SFM
+39.6%
+328.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.3% | -5.6% |
| 7D | +8.0% | -6.9% | +14.9% | +8.9% |
| 30D | -9.3% | -25.0% | +15.7% | -6.5% |
| 3M | -21.3% | -42.7% | +21.4% | -16.4% |
| 6M | -31.5% | -41.0% | +9.5% | -27.8% |
| YTD | -23.2% | -38.7% | +15.4% | -20.0% |
| 1Y | -15.0% | -38.1% | +23.1% | -11.7% |
| 3Y | +328.7% | +19.3% | +309.4% | +300.7% |
| 5Y | +262.9% | +103.1% | +159.8% | +210.3% |
| 10Y | +568.9% | +131.1% | +437.8% | +440.4% |
| All | +367.7% | +39.6% | +328.1% | +282.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling