+710.2%
KGC vs SM
+16.0%
+694.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | -0.1% | -0.2% | +0.1% | -0.1% |
| 30D | +10.5% | +20.3% | -9.8% | +9.9% |
| 3M | +19.8% | +22.9% | -3.1% | +18.9% |
| 6M | -6.7% | +47.8% | -54.5% | -8.2% |
| YTD | +7.8% | +107.5% | -99.7% | +4.6% |
| 1Y | +35.7% | +51.7% | -16.1% | +33.0% |
| 3Y | +553.7% | -0.9% | +554.5% | +546.5% |
| 5Y | +461.7% | +112.2% | +349.4% | +445.2% |
| 10Y | +710.2% | +20.3% | +689.9% | +699.4% |
| All | +710.2% | +16.0% | +694.2% | +699.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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