+286.2%
KGC vs SIMO
+154.7%
+131.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.1% | +2.6% |
| 7D | +10.5% | -22.0% | +32.5% | +12.8% |
| 30D | -4.1% | -43.0% | +39.0% | +0.9% |
| 3M | -13.1% | -39.1% | +26.1% | -9.6% |
| 6M | -27.5% | -33.3% | +5.7% | -26.2% |
| YTD | -20.7% | +77.0% | -97.7% | -29.8% |
| 1Y | -6.1% | +73.0% | -79.1% | -16.6% |
| 3Y | +318.6% | +215.7% | +102.9% | +240.2% |
| All | +286.2% | +154.7% | +131.5% | +220.1% |
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