+1.5%
SMR vs KGC
+520.7%
-519.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -4.3% | -1.3% | -3.3% |
| 7D | +4.7% | -8.4% | +13.1% | +9.4% |
| 30D | +3.2% | +6.3% | -3.1% | -0.3% |
| 3M | +9.9% | +22.4% | -12.5% | -1.9% |
| 6M | -15.1% | -11.4% | -3.7% | -10.3% |
| YTD | -27.9% | +3.1% | -31.1% | -29.9% |
| 1Y | -70.2% | +26.6% | -96.9% | -73.6% |
| 3Y | +72.5% | +525.6% | -453.1% | -21.1% |
| All | +1.5% | +520.7% | -519.2% | -55.5% |
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