+610.7%
KGC vs STLA
+3.2%
+607.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | +0.2% |
| 7D | +0.2% | -11.6% | +11.8% | +1.9% |
| 30D | -8.8% | -6.2% | -2.7% | -8.1% |
| 3M | -21.1% | -24.6% | +3.5% | -18.2% |
| 6M | -32.3% | -44.9% | +12.6% | -27.1% |
| YTD | -23.5% | -62.3% | +38.8% | -14.6% |
| 1Y | -15.0% | -61.8% | +46.8% | -5.5% |
| 3Y | +327.5% | -75.3% | +402.9% | +395.4% |
| 5Y | +244.3% | -72.5% | +316.8% | +282.3% |
| All | +610.7% | +3.2% | +607.5% | +530.3% |
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