+48.9%
KGC vs STLA
+189.9%
-141.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.2% | +3.2% | +3.0% |
| 7D | +10.5% | -4.5% | +15.0% | +10.9% |
| 30D | -4.1% | -3.9% | -0.2% | -3.8% |
| 3M | -13.1% | -20.2% | +7.1% | -11.5% |
| 6M | -27.5% | -42.2% | +14.6% | -24.4% |
| YTD | -20.7% | -59.3% | +38.6% | -15.6% |
| 1Y | -6.1% | -56.1% | +50.0% | -0.7% |
| 3Y | +318.6% | -73.7% | +392.3% | +354.9% |
| 5Y | +289.9% | -70.3% | +360.2% | +314.7% |
| 10Y | +501.8% | +23.1% | +478.8% | +507.1% |
| All | +48.9% | +189.9% | -141.0% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling