+521.5%
KGC vs STLD
+761.4%
-239.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.5% | +2.6% | +3.0% |
| 7D | +10.5% | -11.1% | +21.6% | +12.0% |
| 30D | -4.1% | -4.8% | +0.7% | -3.6% |
| 3M | -13.1% | -14.6% | +1.5% | -11.7% |
| 6M | -27.5% | -7.4% | -20.1% | -27.2% |
| YTD | -20.7% | +32.6% | -53.3% | -23.8% |
| 1Y | -6.1% | +47.3% | -53.4% | -10.7% |
| 3Y | +318.6% | +107.5% | +211.1% | +277.4% |
| 5Y | +289.9% | +268.8% | +21.1% | +230.6% |
| All | +521.5% | +761.4% | -239.9% | +486.0% |
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