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  • KGC vs SIMO✓SelectedUSD · SIMOKGC vs SIMO performance historyLatest closeAs of-2.33%09/08
Stock and ETF performance explorer

KGC vs SIMO

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+658.7%
SIMO return
+515.6%
Excess return
+143.0%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioSIMOExcessAlpha
1D-2.3%+6.2%-8.5%-2.9%
7D+2.4%+14.6%-12.2%+1.0%
30D+9.2%+6.2%+3.0%+8.2%
3M+16.7%+3.6%+13.2%+14.9%
6M-7.0%+130.8%-137.8%-17.3%
YTD+7.5%+195.8%-188.3%-7.7%
1Y+34.4%+225.0%-190.7%+13.9%
3Y+552.0%+452.3%+99.7%+415.7%
5Y+454.5%+303.6%+150.9%+344.2%
10Y+658.7%+528.8%+129.9%+518.2%
All+658.7%+515.6%+143.0%+518.2%

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