+1,475.7%
SMH vs KGC
+637.7%
+838.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -6.7% | +11.6% | +6.0% |
| 30D | -13.8% | -6.7% | -7.2% | -13.0% |
| 3M | -17.4% | -22.6% | +5.2% | -14.5% |
| 6M | -15.0% | -33.4% | +18.5% | -10.3% |
| YTD | +35.2% | -26.0% | +61.1% | +39.8% |
| 1Y | +41.6% | -18.3% | +59.9% | +44.5% |
| 3Y | +215.6% | +315.8% | -100.2% | +157.4% |
| 5Y | +233.2% | +225.7% | +7.5% | +170.9% |
| All | +1,475.7% | +637.7% | +838.0% | +1,158.1% |
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