+318.6%
KGC vs STZ
-37.2%
+355.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.2% |
| 7D | +10.5% | +4.9% | +5.6% | +10.0% |
| 30D | -4.1% | +20.9% | -24.9% | -6.2% |
| 3M | -13.1% | +8.0% | -21.1% | -13.9% |
| 6M | -27.5% | -5.3% | -22.3% | -27.2% |
| YTD | -20.7% | +5.9% | -26.6% | -21.5% |
| 1Y | -6.1% | +14.2% | -20.3% | -7.6% |
| 3Y | +318.6% | -37.0% | +355.6% | +332.3% |
| All | +318.6% | -37.2% | +355.8% | +332.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling