+34.4%
KGC vs SM
+46.7%
-12.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -6.0% | -1.6% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | +9.2% | +31.5% | -22.3% | +15.7% |
| 3M | +16.7% | +17.3% | -0.6% | +21.6% |
| 6M | -7.0% | +48.5% | -55.5% | -0.4% |
| YTD | +7.5% | +106.3% | -98.8% | +14.1% |
| 1Y | +34.4% | +47.3% | -12.9% | +39.4% |
| All | +34.4% | +46.7% | -12.4% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling