+88.9%
SMR vs KGC
+556.1%
-467.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -2.3% | +17.6% | +16.8% |
| 7D | +21.4% | +2.4% | +18.9% | +19.1% |
| 30D | +13.8% | +9.2% | +4.6% | +6.8% |
| 3M | +3.9% | +16.7% | -12.8% | -7.3% |
| 6M | -4.2% | -7.0% | +2.8% | -0.9% |
| YTD | -21.1% | +7.5% | -28.6% | -27.0% |
| 1Y | -67.1% | +34.4% | -101.4% | -73.5% |
| 3Y | +88.9% | +552.0% | -463.1% | -51.0% |
| All | +88.9% | +556.1% | -467.2% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling