+570.3%
KGC vs STLA
-64.4%
+634.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.4% |
| 7D | -1.3% | +2.6% | -3.9% | -1.6% |
| 30D | +20.3% | -1.2% | +21.5% | +20.3% |
| 3M | +8.1% | -24.8% | +32.8% | +10.9% |
| 6M | -8.8% | -25.6% | +16.8% | -6.5% |
| YTD | +10.1% | -48.9% | +59.0% | +14.0% |
| 1Y | +44.2% | -38.8% | +83.0% | +46.9% |
| All | +570.3% | -64.4% | +634.7% | +619.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling