-4.6%
STM vs KGC
+226.6%
-231.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.3% | +0.5% |
| 7D | +12.0% | -6.7% | +18.7% | +13.9% |
| 30D | -0.4% | -6.7% | +6.3% | +1.0% |
| 3M | -13.2% | -22.6% | +9.4% | -8.3% |
| 6M | -26.1% | -33.4% | +7.4% | -19.3% |
| YTD | +81.2% | -26.0% | +107.2% | +92.1% |
| 1Y | +98.3% | -18.3% | +116.6% | +105.7% |
| 3Y | +16.7% | +315.8% | -299.1% | -20.8% |
| All | -4.6% | +226.6% | -231.2% | -33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling