-81.4%
SMR vs KGC
-18.5%
-62.9%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -3.5% | -4.3% | -5.6% |
| 7D | +10.3% | -4.1% | +14.4% | +13.7% |
| 30D | -25.7% | -11.6% | -14.1% | -19.8% |
| 3M | -49.7% | -24.5% | -25.2% | -40.7% |
| 6M | -59.8% | -34.6% | -25.3% | -48.1% |
| YTD | -66.0% | -26.2% | -39.8% | -63.8% |
| 1Y | -81.4% | -20.1% | -61.3% | -81.9% |
| All | -81.4% | -18.5% | -62.9% | -81.9% |
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