+658.7%
KGC vs STLA
+48.0%
+610.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -2.0% |
| 7D | +2.4% | +0.7% | +1.7% | +2.4% |
| 30D | +9.2% | -2.4% | +11.6% | +9.5% |
| 3M | +16.7% | -23.9% | +40.6% | +20.4% |
| 6M | -7.0% | -24.6% | +17.6% | -3.9% |
| YTD | +7.5% | -50.5% | +58.0% | +15.0% |
| 1Y | +34.4% | -39.8% | +74.2% | +39.9% |
| 3Y | +552.0% | -65.6% | +617.6% | +616.2% |
| 5Y | +454.5% | -62.1% | +516.6% | +488.6% |
| 10Y | +658.7% | +47.8% | +610.9% | +778.8% |
| All | +658.7% | +48.0% | +610.7% | +778.8% |
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