-3.6%
SMR vs KGC
+562.3%
-565.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | +0.7% |
| 7D | +4.4% | -1.3% | +5.7% | +5.0% |
| 30D | +3.4% | +20.3% | -16.9% | -6.3% |
| 3M | -19.2% | +8.1% | -27.2% | -22.6% |
| 6M | -22.6% | -8.8% | -13.9% | -19.5% |
| YTD | -31.5% | +10.1% | -41.6% | -35.5% |
| 1Y | -73.1% | +44.2% | -117.3% | -77.5% |
| 3Y | +55.0% | +533.0% | -478.1% | -30.4% |
| All | -3.6% | +562.3% | -565.9% | -59.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling