-25.9%
STRL vs KGC
-5.3%
-20.5%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +7.5% | -28.9% | -24.7% |
| 7D | -27.1% | -6.8% | -20.3% | -25.0% |
| 30D | -45.8% | -9.2% | -36.6% | -43.4% |
| 3M | -47.6% | -9.1% | -38.5% | -47.3% |
| 6M | -46.4% | -25.7% | -20.8% | -39.6% |
| YTD | -7.4% | -23.6% | +16.3% | -6.9% |
| 1Y | -25.9% | -4.3% | -21.6% | -41.2% |
| All | -25.9% | -5.3% | -20.5% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling