+60.0%
KGC vs STLD
+8,684.3%
-8,624.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.7% | -1.9% |
| 7D | -1.3% | +3.1% | -4.4% | -2.0% |
| 30D | +20.3% | -9.0% | +29.3% | +22.4% |
| 3M | +8.1% | -12.4% | +20.4% | +10.7% |
| 6M | -8.8% | +25.5% | -34.3% | -13.8% |
| YTD | +10.1% | +43.6% | -33.6% | +0.7% |
| 1Y | +44.2% | +87.2% | -43.0% | +24.1% |
| 3Y | +533.0% | +135.2% | +397.8% | +406.1% |
| 5Y | +443.0% | +290.9% | +152.1% | +277.4% |
| 10Y | +678.6% | +1,113.5% | -434.9% | +277.6% |
| All | +60.0% | +8,684.3% | -8,624.3% | -43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling