+682.1%
KGC vs SITM
+4,608.4%
-3,926.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +6.5% | -8.8% | -2.9% |
| 7D | -1.3% | +9.7% | -11.0% | -2.2% |
| 30D | +20.3% | +12.7% | +7.6% | +18.1% |
| 3M | +8.1% | -13.4% | +21.5% | +8.4% |
| 6M | -8.8% | +59.6% | -68.4% | -14.7% |
| YTD | +10.1% | +73.3% | -63.2% | +1.5% |
| 1Y | +44.2% | +165.5% | -121.3% | +26.3% |
| 3Y | +533.0% | +368.7% | +164.3% | +398.3% |
| 5Y | +443.0% | +172.5% | +270.5% | +321.7% |
| All | +682.1% | +4,608.4% | -3,926.3% | +445.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling