+461.7%
KGC vs SITM
+164.5%
+297.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.1% | +3.7% | -3.8% | -0.5% |
| 30D | +10.5% | -14.5% | +25.0% | +12.1% |
| 3M | +19.8% | -10.6% | +30.3% | +19.7% |
| 6M | -6.7% | +65.5% | -72.2% | -13.9% |
| YTD | +7.8% | +67.0% | -59.2% | -1.4% |
| 1Y | +35.7% | +138.6% | -102.9% | +17.7% |
| 3Y | +553.7% | +421.8% | +131.9% | +384.9% |
| 5Y | +461.7% | +172.4% | +289.3% | +313.3% |
| All | +461.7% | +164.5% | +297.2% | +313.3% |
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