+676.8%
KGC vs STT
+268.7%
+408.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.4% | -2.3% |
| 7D | -1.3% | +0.5% | -1.8% | -1.3% |
| 30D | +20.3% | +3.9% | +16.4% | +19.8% |
| 3M | +8.1% | +20.0% | -11.9% | +6.2% |
| 6M | -8.8% | +55.3% | -64.1% | -12.5% |
| YTD | +10.1% | +53.3% | -43.3% | +5.7% |
| 1Y | +44.2% | +74.7% | -30.5% | +37.1% |
| 3Y | +533.0% | +205.8% | +327.2% | +475.8% |
| 5Y | +443.0% | +145.0% | +298.0% | +389.3% |
| All | +676.8% | +268.7% | +408.1% | +622.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling