+7.5%
SMR vs KGC
+548.6%
-541.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.4% |
| 7D | +13.1% | -0.1% | +13.2% | +12.9% |
| 30D | +17.8% | +10.5% | +7.3% | +11.4% |
| 3M | +8.1% | +19.8% | -11.7% | -2.4% |
| 6M | -11.1% | -6.7% | -4.4% | -8.6% |
| YTD | -23.7% | +7.8% | -31.5% | -27.5% |
| 1Y | -69.4% | +35.7% | -105.1% | -73.7% |
| 3Y | +82.6% | +553.7% | -471.1% | -18.3% |
| All | +7.5% | +548.6% | -541.1% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling