-48.0%
SMR vs KGC
+360.6%
-408.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +1.9% | +0.2% | +1.7% | +2.0% |
| 30D | -21.9% | -8.8% | -13.1% | -18.4% |
| 3M | -47.1% | -21.1% | -26.0% | -40.9% |
| 6M | -60.6% | -32.3% | -28.3% | -52.5% |
| YTD | -63.1% | -23.5% | -39.6% | -58.4% |
| 1Y | -80.4% | -15.0% | -65.5% | -79.0% |
| 3Y | +150.2% | +327.5% | -177.3% | +36.8% |
| All | -48.0% | +360.6% | -408.6% | -73.6% |
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