+336.5%
KGC vs STLD
+115.4%
+221.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.7% | +2.4% |
| 7D | +11.1% | -9.7% | +20.8% | +12.9% |
| 30D | -3.7% | -4.5% | +0.8% | -3.2% |
| 3M | -17.2% | -13.1% | -4.1% | -15.6% |
| 6M | -27.3% | -2.8% | -24.5% | -27.4% |
| YTD | -18.5% | +35.3% | -53.9% | -23.1% |
| 1Y | -5.7% | +51.4% | -57.1% | -12.3% |
| 3Y | +336.5% | +117.9% | +218.5% | +262.8% |
| All | +336.5% | +115.4% | +221.1% | +262.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling