+314.6%
SPYM vs KGC
+692.5%
-378.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | -0.3% |
| 7D | -2.0% | -8.4% | +6.4% | -1.3% |
| 30D | -1.6% | +6.3% | -8.0% | -2.2% |
| 3M | +4.7% | +22.4% | -17.7% | +2.9% |
| 6M | +12.6% | -11.4% | +24.0% | +13.0% |
| YTD | +11.8% | +3.1% | +8.6% | +10.7% |
| 1Y | +17.5% | +26.6% | -9.1% | +14.3% |
| 3Y | +77.0% | +525.6% | -448.6% | +51.4% |
| 5Y | +82.6% | +451.7% | -369.1% | +55.2% |
| All | +314.6% | +692.5% | -378.0% | +258.9% |
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