+517.6%
SPMO vs KGC
+698.0%
-180.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.5% |
| 7D | -0.9% | -5.6% | +4.7% | -0.4% |
| 30D | -1.9% | +6.1% | -8.1% | -2.6% |
| 3M | -1.4% | +17.3% | -18.7% | -3.1% |
| 6M | +25.5% | -10.3% | +35.8% | +26.0% |
| YTD | +24.8% | +3.9% | +21.0% | +23.5% |
| 1Y | +24.5% | +25.7% | -1.2% | +20.9% |
| 3Y | +157.1% | +526.0% | -368.8% | +118.0% |
| 5Y | +149.5% | +455.5% | -306.0% | +110.2% |
| All | +517.6% | +698.0% | -180.4% | +432.2% |
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