+311.0%
SPYM vs KGC
+637.7%
-326.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +2.6% | -6.7% | +9.2% | +3.1% |
| 30D | -2.0% | -6.7% | +4.7% | -1.6% |
| 3M | -2.8% | -22.6% | +19.8% | -1.1% |
| 6M | +2.2% | -33.4% | +35.6% | +4.9% |
| YTD | +11.5% | -26.0% | +37.5% | +13.1% |
| 1Y | +13.5% | -18.3% | +31.8% | +14.2% |
| 3Y | +78.0% | +315.8% | -237.8% | +56.3% |
| 5Y | +73.1% | +225.7% | -152.6% | +51.4% |
| All | +311.0% | +637.7% | -326.7% | +261.4% |
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