+222.0%
KGC vs STT
+104.1%
+117.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.3% |
| 7D | -6.7% | +4.8% | -11.4% | -8.0% |
| 30D | -6.7% | +3.9% | -10.6% | -7.7% |
| 3M | -22.6% | -8.2% | -14.4% | -20.6% |
| 6M | -33.4% | +15.6% | -49.0% | -36.2% |
| YTD | -26.0% | +37.6% | -63.6% | -32.6% |
| 1Y | -18.3% | +50.1% | -68.4% | -27.3% |
| 3Y | +315.8% | +183.1% | +132.7% | +203.0% |
| All | +222.0% | +104.1% | +117.9% | +126.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling