-4.3%
KGC vs STZ
+14.7%
-19.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +5.3% | +2.1% | +6.7% |
| 7D | -6.8% | +13.0% | -19.8% | -8.2% |
| 30D | -9.2% | +29.4% | -38.6% | -13.0% |
| 3M | -9.1% | +11.6% | -20.7% | -10.8% |
| 6M | -25.7% | -0.2% | -25.4% | -25.5% |
| YTD | -23.6% | +8.6% | -32.2% | -26.5% |
| 1Y | -4.3% | +15.9% | -20.2% | -7.4% |
| All | -4.3% | +14.7% | -19.0% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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