+7,282.2%
STRL vs KGC
+646.4%
+6,635.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.0% | +6.1% |
| 7D | +3.4% | -1.3% | +4.7% | +3.6% |
| 30D | -9.2% | +20.3% | -29.5% | -12.0% |
| 3M | -51.0% | +8.1% | -59.1% | -51.8% |
| 6M | +15.8% | -8.8% | +24.5% | +16.7% |
| YTD | +58.9% | +10.1% | +48.8% | +56.3% |
| 1Y | +68.5% | +44.2% | +24.3% | +60.8% |
| 3Y | +485.2% | +533.0% | -47.8% | +391.6% |
| 5Y | +2,005.1% | +443.0% | +1,562.1% | +1,651.5% |
| All | +7,282.2% | +646.4% | +6,635.8% | +6,488.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling