+2,285.7%
STM vs KGC
+159.4%
+2,126.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.3% | +4.2% | +2.1% |
| 7D | +5.8% | -1.3% | +7.1% | +5.9% |
| 30D | -1.0% | +20.3% | -21.3% | -2.5% |
| 3M | -33.3% | +8.1% | -41.3% | -33.7% |
| 6M | +57.4% | -8.8% | +66.1% | +58.2% |
| YTD | +102.2% | +10.1% | +92.1% | +100.2% |
| 1Y | +99.6% | +44.2% | +55.4% | +93.3% |
| 3Y | +14.5% | +533.0% | -518.5% | -1.2% |
| 5Y | +21.4% | +443.0% | -421.6% | +4.8% |
| 10Y | +695.0% | +678.6% | +16.4% | +555.5% |
| All | +2,285.7% | +159.4% | +2,126.4% | +1,804.8% |
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