+966.4%
KGC vs SM
+1,608.3%
-642.0%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.5% | +0.2% | -2.0% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +20.3% | +26.3% | -6.0% | +17.1% |
| 3M | +8.1% | +8.7% | -0.6% | +6.4% |
| 6M | -8.8% | +51.7% | -60.4% | -14.4% |
| YTD | +10.1% | +99.0% | -89.0% | -0.3% |
| 1Y | +44.2% | +34.6% | +9.6% | +36.2% |
| 3Y | +533.0% | -7.8% | +540.8% | +510.7% |
| 5Y | +443.0% | +104.8% | +338.2% | +361.9% |
| 10Y | +678.6% | +7.2% | +671.3% | +451.9% |
| All | +966.4% | +1,608.3% | -642.0% | +519.0% |
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