+126.4%
SMR vs KGC
+329.2%
-202.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | +1.9% | +0.2% | +1.7% | +2.0% |
| 30D | -21.9% | -8.8% | -13.1% | -17.5% |
| 3M | -47.1% | -21.1% | -26.0% | -39.3% |
| 6M | -60.6% | -32.3% | -28.3% | -50.1% |
| YTD | -63.1% | -23.5% | -39.6% | -57.9% |
| 1Y | -80.4% | -15.0% | -65.5% | -79.2% |
| All | +126.4% | +329.2% | -202.8% | -24.9% |
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 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