+828.4%
SPYM vs KGC
+420.1%
+408.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | -0.2% |
| 7D | +0.1% | -1.3% | +1.4% | +0.2% |
| 30D | +0.1% | +20.3% | -20.2% | -1.4% |
| 3M | +2.0% | +8.1% | -6.1% | +1.2% |
| 6M | +13.1% | -8.8% | +21.8% | +13.3% |
| YTD | +13.6% | +10.1% | +3.6% | +12.0% |
| 1Y | +20.1% | +44.2% | -24.2% | +15.8% |
| 3Y | +77.6% | +533.0% | -455.5% | +52.1% |
| 5Y | +82.5% | +443.0% | -360.5% | +56.2% |
| 10Y | +317.6% | +678.6% | -361.0% | +238.2% |
| All | +828.4% | +420.1% | +408.3% | +663.4% |
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 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