+3,877.1%
STRL vs KGC
+567.0%
+3,310.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | -39.4% | -8.8% | -30.5% | -38.6% |
| 3M | -43.0% | -21.1% | -21.9% | -41.1% |
| 6M | -65.0% | -32.3% | -32.7% | -63.0% |
| YTD | -0.8% | -23.5% | +22.7% | +3.0% |
| 1Y | -20.3% | -15.0% | -5.3% | -18.3% |
| 3Y | +356.5% | +327.5% | +29.0% | +300.4% |
| 5Y | +952.8% | +244.3% | +708.6% | +815.0% |
| 10Y | +3,877.1% | +634.8% | +3,242.3% | +3,423.0% |
| All | +3,877.1% | +567.0% | +3,310.1% | +3,423.0% |
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