-15.0%
KGC vs STZ
+15.1%
-30.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | +0.2% | -0.9% | +1.2% | +0.4% |
| 30D | -8.8% | +14.9% | -23.8% | -10.6% |
| 3M | -21.1% | +8.4% | -29.5% | -22.1% |
| 6M | -32.3% | +2.8% | -35.1% | -32.6% |
| YTD | -23.5% | +7.5% | -31.0% | -26.1% |
| 1Y | -15.0% | +12.5% | -27.5% | -17.1% |
| All | -15.0% | +15.1% | -30.1% | -17.1% |
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