-4.3%
KGC vs STT
+53.6%
-57.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.2% | +5.3% | +6.1% |
| 7D | -6.8% | -0.1% | -6.7% | -6.7% |
| 30D | -9.2% | -1.7% | -7.5% | -8.2% |
| 3M | -9.1% | -6.4% | -2.7% | -5.8% |
| 6M | -25.7% | +17.7% | -43.3% | -32.7% |
| YTD | -23.6% | +36.9% | -60.5% | -38.2% |
| 1Y | -4.3% | +52.0% | -56.3% | -30.8% |
| All | -4.3% | +53.6% | -57.9% | -30.8% |
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