+818.1%
SPYM vs KGC
+261.7%
+556.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.3% |
| 7D | -0.9% | +0.2% | -1.2% | -1.0% |
| 30D | -2.4% | -8.8% | +6.5% | -1.8% |
| 3M | -1.1% | -21.1% | +19.9% | +0.3% |
| 6M | +3.3% | -32.3% | +35.6% | +5.8% |
| YTD | +12.4% | -23.5% | +35.8% | +13.6% |
| 1Y | +12.5% | -15.0% | +27.5% | +12.8% |
| 3Y | +79.1% | +327.5% | -248.4% | +57.9% |
| 5Y | +75.7% | +244.3% | -168.6% | +55.1% |
| 10Y | +313.9% | +634.8% | -320.9% | +237.2% |
| All | +818.1% | +261.7% | +556.4% | +674.2% |
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 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