+1,061.7%
SMH vs KGC
+659.3%
+402.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | +4.9% | -6.7% | +11.6% | +5.3% |
| 30D | -13.8% | -6.7% | -7.2% | -13.5% |
| 3M | -17.4% | -22.6% | +5.2% | -16.3% |
| 6M | -15.0% | -33.4% | +18.5% | -13.1% |
| YTD | +35.2% | -26.0% | +61.1% | +37.1% |
| 1Y | +41.6% | -18.3% | +59.9% | +42.8% |
| 3Y | +215.6% | +315.8% | -100.2% | +192.2% |
| 5Y | +233.2% | +225.7% | +7.5% | +209.0% |
| 10Y | +1,458.7% | +610.5% | +848.2% | +1,294.3% |
| All | +1,061.7% | +659.3% | +402.4% | +980.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling