+538.5%
KGC vs STLA
+21.0%
+517.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +3.0% | +2.8% |
| 7D | +11.1% | -6.4% | +17.5% | +12.1% |
| 30D | -3.7% | -1.3% | -2.4% | -3.7% |
| 3M | -17.2% | -19.9% | +2.7% | -15.1% |
| 6M | -27.3% | -42.9% | +15.6% | -22.5% |
| YTD | -18.5% | -59.4% | +40.9% | -10.7% |
| 1Y | -5.7% | -56.8% | +51.1% | +2.5% |
| 3Y | +336.5% | -73.1% | +409.5% | +394.5% |
| 5Y | +298.7% | -70.1% | +368.8% | +334.3% |
| 10Y | +538.5% | +19.8% | +518.8% | +714.3% |
| All | +538.5% | +21.0% | +517.5% | +714.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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