+463.0%
KGC vs SIMO
+269.6%
+193.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -3.1% |
| 7D | -1.3% | +4.2% | -5.5% | -1.7% |
| 30D | +20.3% | +4.1% | +16.2% | +19.3% |
| 3M | +8.1% | -12.9% | +21.0% | +8.3% |
| 6M | -8.8% | +110.3% | -119.1% | -18.5% |
| YTD | +10.1% | +178.6% | -168.5% | -6.0% |
| 1Y | +44.2% | +220.0% | -175.8% | +20.7% |
| 3Y | +533.0% | +409.0% | +124.0% | +395.6% |
| All | +463.0% | +269.6% | +193.4% | +334.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling