+422.5%
STM vs KGC
+496.6%
-74.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.0% | +6.3% |
| 7D | -5.6% | +11.1% | -16.7% | -7.4% |
| 30D | -14.4% | -3.7% | -10.7% | -14.0% |
| 3M | -20.5% | -17.2% | -3.2% | -18.2% |
| 6M | -24.5% | -27.3% | +2.8% | -20.8% |
| YTD | +72.7% | -18.5% | +91.2% | +77.4% |
| 1Y | +91.0% | -5.7% | +96.7% | +91.8% |
| 3Y | +13.5% | +336.5% | -323.0% | -11.7% |
| 5Y | -9.2% | +298.7% | -307.9% | -30.7% |
| 10Y | +422.5% | +538.5% | -116.0% | +300.1% |
| All | +422.5% | +496.6% | -74.0% | +300.1% |
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