+389.4%
STM vs KGC
+480.7%
-91.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +3.9% |
| 7D | -10.7% | +10.5% | -21.2% | -12.4% |
| 30D | -25.7% | -4.1% | -21.7% | -25.3% |
| 3M | -21.6% | -13.1% | -8.5% | -20.0% |
| 6M | -27.8% | -27.5% | -0.3% | -24.2% |
| YTD | +61.8% | -20.7% | +82.5% | +66.9% |
| 1Y | +78.1% | -6.1% | +84.2% | +79.0% |
| 3Y | +4.9% | +318.6% | -313.7% | -17.8% |
| 5Y | -14.3% | +289.9% | -304.2% | -34.3% |
| All | +389.4% | +480.7% | -91.2% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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