+11.9%
KGC vs STLD
+7,971.8%
-7,959.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -7.6% | +8.4% | +2.4% |
| 7D | 0.0% | -12.5% | +12.4% | +2.8% |
| 30D | -9.3% | -6.8% | -2.5% | -8.1% |
| 3M | -15.9% | -16.4% | +0.5% | -13.0% |
| 6M | -24.9% | -6.1% | -18.7% | -24.4% |
| YTD | -23.0% | +32.0% | -55.0% | -28.4% |
| 1Y | -9.9% | +45.5% | -55.5% | -18.0% |
| 3Y | +301.2% | +106.5% | +194.8% | +230.0% |
| 5Y | +278.5% | +267.2% | +11.4% | +166.8% |
| 10Y | +484.3% | +878.9% | -394.6% | +196.8% |
| All | +11.9% | +7,971.8% | -7,959.9% | -59.9% |
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