-4.3%
KGC vs STLD
+59.7%
-64.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.0% | +10.5% | +8.2% |
| 7D | -6.8% | -3.9% | -2.8% | -5.9% |
| 30D | -9.2% | -0.4% | -8.8% | -9.2% |
| 3M | -9.1% | -9.2% | +0.1% | -6.7% |
| 6M | -25.7% | +5.0% | -30.6% | -28.0% |
| YTD | -23.6% | +42.8% | -66.4% | -34.2% |
| 1Y | -4.3% | +60.1% | -64.4% | -26.4% |
| All | -4.3% | +59.7% | -64.0% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 1y: compounded portfolio wealth divided by compounded STLD 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…
1y analysis · Full analysis span regression · 6 months rolling