+1,808.6%
STM vs KGC
+86.9%
+1,721.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +3.0% | +1.4% | +4.2% |
| 7D | -10.7% | +10.5% | -21.2% | -11.5% |
| 30D | -25.7% | -4.1% | -21.7% | -25.5% |
| 3M | -21.6% | -13.1% | -8.5% | -20.8% |
| 6M | -27.8% | -27.5% | -0.3% | -26.1% |
| YTD | +61.8% | -20.7% | +82.5% | +64.2% |
| 1Y | +78.1% | -6.1% | +84.2% | +78.5% |
| 3Y | +4.9% | +318.6% | -313.7% | -6.6% |
| 5Y | -14.3% | +289.9% | -304.2% | -24.1% |
| 10Y | +414.1% | +501.8% | -87.8% | +333.6% |
| All | +1,808.6% | +86.9% | +1,721.8% | +1,462.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling