+16.1%
STM vs KGC
+314.0%
-297.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +4.0% | +1.3% |
| 7D | +16.3% | -4.1% | +20.4% | +17.4% |
| 30D | -6.3% | -11.6% | +5.4% | -3.6% |
| 3M | -14.1% | -24.5% | +10.4% | -8.7% |
| 6M | -19.6% | -34.6% | +15.0% | -12.3% |
| YTD | +80.1% | -26.2% | +106.3% | +91.5% |
| 1Y | +95.4% | -20.1% | +115.5% | +104.8% |
| All | +16.1% | +314.0% | -297.9% | -13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling