+668.2%
KGC vs SM
+1,302.7%
-634.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.0% | +2.0% | +2.9% |
| 7D | +10.5% | -25.9% | +36.4% | +13.8% |
| 30D | -4.1% | -15.1% | +11.1% | -2.7% |
| 3M | -13.1% | +4.9% | -17.9% | -14.2% |
| 6M | -27.5% | +6.1% | -33.7% | -29.1% |
| YTD | -20.7% | +63.4% | -84.1% | -27.1% |
| 1Y | -6.1% | +72.5% | -78.5% | -14.2% |
| 3Y | +318.6% | -16.9% | +335.5% | +306.0% |
| 5Y | +289.9% | -10.6% | +300.6% | +264.4% |
| 10Y | +501.8% | +11.3% | +490.6% | +314.9% |
| All | +668.2% | +1,302.7% | -634.4% | +352.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling