+568.9%
KGC vs SM
+4.2%
+564.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.2% | -5.8% |
| 7D | +8.0% | -19.5% | +27.5% | +8.5% |
| 30D | -9.3% | -20.2% | +10.9% | -8.9% |
| 3M | -21.3% | -6.5% | -14.8% | -21.3% |
| 6M | -31.5% | +1.6% | -33.0% | -31.8% |
| YTD | -23.2% | +61.2% | -84.5% | -25.0% |
| 1Y | -15.0% | +65.4% | -80.4% | -17.1% |
| 3Y | +328.7% | -13.0% | +341.7% | +324.8% |
| 5Y | +262.9% | -4.3% | +267.2% | +258.1% |
| 10Y | +568.9% | +3.0% | +565.9% | +526.6% |
| All | +568.9% | +4.2% | +564.7% | +526.6% |
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