+463.0%
KGC vs SM
+107.8%
+355.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.1% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +20.3% | +26.3% | -6.0% | +18.3% |
| 3M | +8.1% | +8.7% | -0.6% | +7.2% |
| 6M | -8.8% | +51.7% | -60.4% | -13.4% |
| YTD | +10.1% | +99.0% | -89.0% | +0.8% |
| 1Y | +44.2% | +34.6% | +9.6% | +38.1% |
| 3Y | +533.0% | -7.8% | +540.8% | +522.6% |
| All | +463.0% | +107.8% | +355.2% | +420.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling