+657.6%
STM vs KGC
+645.2%
+12.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.1% |
| 7D | +5.2% | +2.4% | +2.8% | +4.8% |
| 30D | -7.4% | +9.2% | -16.6% | -8.9% |
| 3M | -30.6% | +16.7% | -47.4% | -32.6% |
| 6M | +66.4% | -7.0% | +73.4% | +67.3% |
| YTD | +101.1% | +7.5% | +93.7% | +97.6% |
| 1Y | +97.4% | +34.4% | +63.0% | +86.8% |
| 3Y | +21.1% | +552.0% | -530.8% | -10.8% |
| 5Y | +22.5% | +454.5% | -432.1% | -10.3% |
| 10Y | +657.6% | +658.7% | -1.1% | +469.5% |
| All | +657.6% | +645.2% | +12.4% | +469.5% |
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