+568.9%
KGC vs STZ
+11.6%
+557.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +8.0% | +5.3% | +2.7% | +7.1% |
| 30D | -9.3% | +19.6% | -28.9% | -12.1% |
| 3M | -21.3% | +10.0% | -31.3% | -22.7% |
| 6M | -31.5% | -0.3% | -31.2% | -31.7% |
| YTD | -23.2% | +8.6% | -31.8% | -24.8% |
| 1Y | -15.0% | +16.6% | -31.6% | -17.9% |
| 3Y | +328.7% | -34.8% | +363.5% | +355.4% |
| 5Y | +262.9% | -27.8% | +290.7% | +279.3% |
| 10Y | +568.9% | +12.5% | +556.4% | +505.8% |
| All | +568.9% | +11.6% | +557.3% | +505.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling