-18.3%
KGC vs STLD
+46.8%
-65.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +0.9% |
| 7D | -6.7% | +2.9% | -9.6% | -7.3% |
| 30D | -6.7% | -5.6% | -1.1% | -5.7% |
| 3M | -22.6% | -11.7% | -10.9% | -20.5% |
| 6M | -33.4% | -2.8% | -30.7% | -34.2% |
| YTD | -26.0% | +36.4% | -62.4% | -34.4% |
| 1Y | -18.3% | +50.0% | -68.3% | -32.2% |
| All | -18.3% | +46.8% | -65.1% | -32.2% |
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