+315.8%
KGC vs SM
-3.9%
+319.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.2% |
| 7D | -6.7% | +9.4% | -16.0% | -6.1% |
| 30D | -6.7% | -14.4% | +7.7% | -7.2% |
| 3M | -22.6% | +1.6% | -24.1% | -22.5% |
| 6M | -33.4% | +6.3% | -39.8% | -33.2% |
| YTD | -26.0% | +78.8% | -104.8% | -28.4% |
| 1Y | -18.3% | +83.1% | -101.4% | -21.2% |
| 3Y | +315.8% | -5.9% | +321.7% | +297.5% |
| All | +315.8% | -3.9% | +319.7% | +297.5% |
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