+538.5%
KGC vs SIMO
+434.7%
+103.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.7% | -2.9% | +2.2% |
| 7D | +11.1% | -8.5% | +19.6% | +11.7% |
| 30D | -3.7% | -34.8% | +31.1% | -0.1% |
| 3M | -17.2% | -32.8% | +15.6% | -14.8% |
| 6M | -27.3% | -32.0% | +4.7% | -26.0% |
| YTD | -18.5% | +87.0% | -105.6% | -27.4% |
| 1Y | -5.7% | +86.1% | -91.8% | -15.9% |
| 3Y | +336.5% | +226.4% | +110.1% | +260.5% |
| 5Y | +298.7% | +172.1% | +126.6% | +229.5% |
| 10Y | +538.5% | +408.0% | +130.5% | +379.7% |
| All | +538.5% | +434.7% | +103.9% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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