+286.2%
KGC vs STT
+100.0%
+186.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | +10.5% | -2.5% | +13.0% | +11.3% |
| 30D | -4.1% | -5.0% | +0.9% | -2.5% |
| 3M | -13.1% | -10.5% | -2.6% | -10.2% |
| 6M | -27.5% | +10.0% | -37.6% | -29.5% |
| YTD | -20.7% | +30.7% | -51.4% | -26.7% |
| 1Y | -6.1% | +43.8% | -49.8% | -15.3% |
| 3Y | +318.6% | +168.1% | +150.5% | +209.1% |
| All | +286.2% | +100.0% | +186.2% | +180.2% |
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