+318.6%
KGC vs SM
-20.0%
+338.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +3.1% |
| 7D | +10.5% | -25.9% | +36.4% | +9.1% |
| 30D | -4.1% | -15.1% | +11.1% | -4.8% |
| 3M | -13.1% | +4.9% | -17.9% | -13.2% |
| 6M | -27.5% | +6.1% | -33.7% | -27.8% |
| YTD | -20.7% | +63.4% | -84.1% | -23.8% |
| 1Y | -6.1% | +72.5% | -78.5% | -10.2% |
| 3Y | +318.6% | -16.9% | +335.5% | +300.4% |
| All | +318.6% | -20.0% | +338.6% | +300.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling