-68.5%
SMR vs KGC
+34.6%
-103.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | +13.1% | -0.1% | +13.2% | +12.7% |
| 30D | +17.8% | +10.5% | +7.3% | +8.8% |
| 3M | +8.1% | +19.8% | -11.7% | -6.9% |
| 6M | -11.1% | -6.7% | -4.4% | -8.0% |
| YTD | -23.7% | +7.8% | -31.5% | -34.0% |
| All | -68.5% | +34.6% | -103.1% | -79.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling