+26.6%
KGC vs SITM
+140.9%
-114.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.1% | -6.4% | -4.5% |
| 7D | -8.4% | +4.8% | -13.3% | -8.8% |
| 30D | +6.3% | -9.7% | +16.1% | +7.0% |
| 3M | +22.4% | -9.3% | +31.8% | +22.2% |
| 6M | -11.4% | +69.5% | -80.9% | -16.3% |
| YTD | +3.1% | +70.5% | -67.4% | -2.3% |
| 1Y | +26.6% | +145.3% | -118.6% | +15.4% |
| All | +26.6% | +140.9% | -114.3% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling