+262.9%
KGC vs SMTC
+28.1%
+234.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.5% | -3.2% | -5.4% |
| 7D | +8.0% | -10.9% | +19.0% | +9.0% |
| 30D | -9.3% | -39.4% | +30.1% | -3.8% |
| 3M | -21.3% | -13.5% | -7.8% | -21.4% |
| 6M | -31.5% | -6.8% | -24.7% | -33.2% |
| YTD | -23.2% | +54.0% | -77.3% | -30.8% |
| 1Y | -15.0% | +50.8% | -65.8% | -23.3% |
| 3Y | +328.7% | +677.3% | -348.6% | +178.7% |
| 5Y | +262.9% | +28.7% | +234.2% | +200.0% |
| All | +262.9% | +28.1% | +234.7% | +200.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling