-52.1%
SMR vs KGC
+344.3%
-396.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.5% | -4.3% | -6.0% |
| 7D | +10.3% | -4.1% | +14.4% | +13.1% |
| 30D | -25.7% | -11.6% | -14.1% | -21.0% |
| 3M | -49.7% | -24.5% | -25.2% | -42.4% |
| 6M | -59.8% | -34.6% | -25.3% | -50.6% |
| YTD | -66.0% | -26.2% | -39.8% | -60.9% |
| 1Y | -81.4% | -20.1% | -61.3% | -79.4% |
| 3Y | +130.6% | +312.4% | -181.8% | +28.5% |
| All | -52.1% | +344.3% | -396.4% | -75.2% |
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