+587.2%
KGC vs STLD
+761.4%
-174.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.6% |
| 7D | -6.7% | +2.9% | -9.6% | -7.0% |
| 30D | -6.7% | -5.6% | -1.1% | -6.1% |
| 3M | -22.6% | -11.7% | -10.9% | -21.6% |
| 6M | -33.4% | -2.8% | -30.7% | -33.5% |
| YTD | -26.0% | +36.4% | -62.4% | -29.2% |
| 1Y | -18.3% | +50.0% | -68.3% | -22.6% |
| 3Y | +315.8% | +122.3% | +193.5% | +271.2% |
| 5Y | +225.7% | +273.2% | -47.5% | +174.5% |
| All | +587.2% | +761.4% | -174.2% | +497.9% |
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