+44.2%
KGC vs STT
+75.3%
-31.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.4% |
| 7D | -1.3% | +0.5% | -1.8% | -1.5% |
| 30D | +20.3% | +3.9% | +16.4% | +17.6% |
| 3M | +8.1% | +20.0% | -11.9% | -2.3% |
| 6M | -8.8% | +55.3% | -64.1% | -27.9% |
| YTD | +10.1% | +53.3% | -43.3% | -13.0% |
| 1Y | +44.2% | +74.7% | -30.5% | +7.3% |
| All | +44.2% | +75.3% | -31.1% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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