+568.9%
KGC vs STLD
+804.7%
-235.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.5% | -6.2% |
| 7D | +8.0% | -4.7% | +12.7% | +8.5% |
| 30D | -9.3% | -0.9% | -8.4% | -9.3% |
| 3M | -21.3% | -11.9% | -9.4% | -20.3% |
| 6M | -31.5% | +0.9% | -32.4% | -31.9% |
| YTD | -23.2% | +40.4% | -63.7% | -26.8% |
| 1Y | -15.0% | +56.6% | -71.6% | -20.0% |
| 3Y | +328.7% | +125.5% | +203.2% | +281.8% |
| 5Y | +262.9% | +292.8% | -29.9% | +204.0% |
| 10Y | +568.9% | +787.1% | -218.2% | +446.4% |
| All | +568.9% | +804.7% | -235.8% | +446.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling