-53.7%
SMR vs KGC
+345.4%
-399.1%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.6% | -3.4% |
| 7D | -8.3% | -6.7% | -1.6% | -4.8% |
| 30D | -20.1% | -6.7% | -13.4% | -17.5% |
| 3M | -52.7% | -22.6% | -30.1% | -46.5% |
| 6M | -61.0% | -33.4% | -27.6% | -52.5% |
| YTD | -67.1% | -26.0% | -41.1% | -62.3% |
| 1Y | -79.9% | -18.3% | -61.6% | -78.0% |
| 3Y | +101.7% | +315.8% | -214.1% | +12.2% |
| All | -53.7% | +345.4% | -399.1% | -76.1% |
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