+222.0%
KGC vs SITM
+73.6%
+148.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.8% | +0.9% |
| 7D | -6.7% | +6.6% | -13.3% | -7.4% |
| 30D | -6.7% | -15.3% | +8.7% | -5.4% |
| 3M | -22.6% | -35.4% | +12.8% | -19.5% |
| 6M | -33.4% | -46.8% | +13.4% | -29.9% |
| YTD | -26.0% | +25.9% | -51.9% | -30.9% |
| 1Y | -18.3% | +54.0% | -72.3% | -25.7% |
| 3Y | +315.8% | +315.6% | +0.2% | +211.2% |
| All | +222.0% | +73.6% | +148.4% | +133.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling