+521.5%
KGC vs STT
+202.1%
+319.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +3.0% |
| 7D | +10.5% | -2.5% | +13.0% | +10.8% |
| 30D | -4.1% | -5.0% | +0.9% | -3.5% |
| 3M | -13.1% | -10.0% | -3.1% | -12.1% |
| 6M | -27.5% | +10.6% | -38.1% | -28.2% |
| YTD | -20.7% | +31.4% | -52.1% | -22.6% |
| 1Y | -6.1% | +44.5% | -50.6% | -9.0% |
| 3Y | +318.6% | +169.5% | +149.1% | +286.9% |
| 5Y | +289.9% | +102.5% | +187.5% | +256.7% |
| All | +521.5% | +202.1% | +319.4% | +560.0% |
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