+460.5%
SPMO vs KGC
+637.7%
-177.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +6.3% | -6.7% | +13.0% | +7.0% |
| 30D | -8.9% | -6.7% | -2.2% | -8.4% |
| 3M | -13.2% | -22.6% | +9.4% | -11.4% |
| 6M | -9.3% | -33.4% | +24.2% | -6.3% |
| YTD | +11.6% | -26.0% | +37.5% | +13.7% |
| 1Y | +13.4% | -18.3% | +31.7% | +14.5% |
| 3Y | +122.9% | +315.8% | -192.9% | +95.0% |
| 5Y | +113.9% | +225.7% | -111.8% | +86.8% |
| All | +460.5% | +637.7% | -177.2% | +396.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling