+1,789.8%
SMH vs KGC
+692.5%
+1,097.3%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -1.8% |
| 7D | +1.4% | -8.4% | +9.8% | +2.7% |
| 30D | -2.2% | +6.3% | -8.6% | -3.3% |
| 3M | -1.9% | +22.4% | -24.3% | -5.0% |
| 6M | +41.0% | -11.4% | +52.4% | +42.5% |
| YTD | +55.6% | +3.1% | +52.4% | +53.6% |
| 1Y | +86.8% | +26.6% | +60.2% | +79.1% |
| 3Y | +277.7% | +525.6% | -247.9% | +193.7% |
| 5Y | +324.2% | +451.7% | -127.5% | +227.0% |
| All | +1,789.8% | +692.5% | +1,097.3% | +1,374.3% |
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