+710.2%
KGC vs SMTC
+504.7%
+205.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | -0.1% | +22.5% | -22.6% | -2.6% |
| 30D | +10.5% | +24.9% | -14.4% | +7.1% |
| 3M | +19.8% | +4.1% | +15.7% | +17.7% |
| 6M | -6.7% | +92.6% | -99.2% | -15.2% |
| YTD | +7.8% | +122.5% | -114.7% | -3.6% |
| 1Y | +35.7% | +166.2% | -130.6% | +18.8% |
| 3Y | +553.7% | +577.2% | -23.5% | +391.1% |
| 5Y | +461.7% | +119.0% | +342.7% | +356.8% |
| 10Y | +710.2% | +527.9% | +182.3% | +490.6% |
| All | +710.2% | +504.7% | +205.5% | +490.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling