+552.0%
KGC vs SMTC
+556.3%
-4.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +10.0% | -12.3% | -3.5% |
| 7D | +2.4% | +22.9% | -20.5% | -0.1% |
| 30D | +9.2% | +16.6% | -7.4% | +6.7% |
| 3M | +16.7% | +2.4% | +14.3% | +15.0% |
| 6M | -7.0% | +98.3% | -105.3% | -15.7% |
| YTD | +7.5% | +120.7% | -113.2% | -3.7% |
| 1Y | +34.4% | +168.3% | -133.9% | +18.2% |
| 3Y | +552.0% | +571.7% | -19.7% | +413.5% |
| All | +552.0% | +556.3% | -4.3% | +413.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling