+1,770.3%
SMCI vs KGC
+698.0%
+1,072.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +0.7% | +6.6% | +7.1% |
| 7D | +1.3% | -5.6% | +6.9% | +2.4% |
| 30D | +6.6% | +6.1% | +0.5% | +5.2% |
| 3M | +25.4% | +17.3% | +8.1% | +21.1% |
| 6M | +26.1% | -10.3% | +36.4% | +28.8% |
| YTD | +37.0% | +3.9% | +33.1% | +36.3% |
| 1Y | -8.8% | +25.7% | -34.5% | -12.1% |
| 3Y | +44.6% | +526.0% | -481.4% | +10.2% |
| 5Y | +995.9% | +455.5% | +540.5% | +728.4% |
| All | +1,770.3% | +698.0% | +1,072.3% | +1,280.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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