+3,877.5%
STRL vs KGC
+506.2%
+3,371.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.8% | +5.4% | +0.5% |
| 7D | -19.8% | +8.0% | -27.9% | -21.1% |
| 30D | -43.6% | -9.3% | -34.2% | -42.8% |
| 3M | -45.2% | -21.3% | -23.9% | -43.4% |
| 6M | -65.7% | -31.5% | -34.2% | -63.9% |
| YTD | -5.4% | -23.2% | +17.8% | -1.9% |
| 1Y | -24.7% | -15.0% | -9.6% | -22.8% |
| 3Y | +335.0% | +328.7% | +6.3% | +283.4% |
| 5Y | +915.3% | +262.9% | +652.4% | +785.0% |
| 10Y | +3,877.5% | +568.9% | +3,308.6% | +3,555.5% |
| All | +3,877.5% | +506.2% | +3,371.2% | +3,555.5% |
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