+585.5%
KGC vs STZ
+12.6%
+572.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.3% | -3.9% | -3.6% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -11.6% | +14.7% | -26.4% | -13.8% |
| 3M | -24.5% | +8.8% | -33.3% | -25.8% |
| 6M | -34.6% | +3.1% | -37.6% | -35.1% |
| YTD | -26.2% | +7.9% | -34.1% | -27.6% |
| 1Y | -20.1% | +14.2% | -34.3% | -22.5% |
| 3Y | +312.4% | -35.2% | +347.6% | +338.7% |
| 5Y | +224.9% | -29.6% | +254.5% | +240.9% |
| All | +585.5% | +12.6% | +572.9% | +499.4% |
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 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