+887.7%
KGC vs STZ
+10,752.7%
-9,864.9%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.8% | +4.8% | +3.2% |
| 7D | +10.5% | +4.9% | +5.6% | +9.9% |
| 30D | -4.1% | +20.9% | -24.9% | -6.4% |
| 3M | -13.1% | +8.0% | -21.1% | -14.0% |
| 6M | -27.5% | -5.3% | -22.3% | -27.3% |
| YTD | -20.7% | +5.9% | -26.6% | -21.7% |
| 1Y | -6.1% | +14.2% | -20.3% | -8.1% |
| 3Y | +318.6% | -37.0% | +355.6% | +337.2% |
| 5Y | +289.9% | -29.7% | +319.6% | +301.6% |
| 10Y | +501.8% | +5.2% | +496.7% | +480.7% |
| All | +887.7% | +10,752.7% | -9,864.9% | +548.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling