-12.2%
KGC vs STT
+42.8%
-55.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +10.5% | -2.5% | +13.0% | +12.0% |
| 30D | -4.1% | -5.0% | +0.9% | -1.2% |
| 3M | -13.1% | -10.0% | -3.1% | -8.1% |
| 6M | -27.5% | +10.6% | -38.1% | -32.0% |
| YTD | -20.7% | +31.4% | -52.1% | -33.8% |
| All | -12.2% | +42.8% | -55.0% | -31.3% |
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