-15.0%
KGC vs STLD
+56.0%
-71.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.5% | -6.5% |
| 7D | +8.0% | -4.7% | +12.7% | +9.0% |
| 30D | -9.3% | -0.9% | -8.4% | -9.3% |
| 3M | -21.3% | -11.9% | -9.4% | -18.7% |
| 6M | -31.5% | +0.9% | -32.4% | -32.9% |
| YTD | -23.2% | +40.4% | -63.7% | -33.2% |
| 1Y | -15.0% | +56.6% | -71.6% | -31.6% |
| All | -15.0% | +56.0% | -71.0% | -31.6% |
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