+633.0%
KGC vs SITM
+4,532.8%
-3,899.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.5% |
| 7D | -8.4% | +4.8% | -13.3% | -8.9% |
| 30D | +6.3% | -9.7% | +16.1% | +7.2% |
| 3M | +22.4% | -9.3% | +31.8% | +22.2% |
| 6M | -11.4% | +69.5% | -80.9% | -17.6% |
| YTD | +3.1% | +70.5% | -67.4% | -4.7% |
| 1Y | +26.6% | +145.3% | -118.6% | +11.7% |
| 3Y | +525.6% | +432.8% | +92.8% | +386.7% |
| 5Y | +451.7% | +174.0% | +277.6% | +328.3% |
| All | +633.0% | +4,532.8% | -3,899.9% | +411.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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