+3,667.8%
STRL vs KGC
+523.1%
+3,144.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.0% |
| 7D | -26.9% | +10.5% | -37.4% | -28.3% |
| 30D | -52.7% | -4.1% | -48.6% | -52.5% |
| 3M | -52.8% | -13.1% | -39.8% | -52.1% |
| 6M | -71.5% | -27.5% | -43.9% | -70.2% |
| YTD | -17.4% | -20.7% | +3.3% | -14.8% |
| 1Y | -35.0% | -6.1% | -28.9% | -34.2% |
| 3Y | +239.2% | +318.6% | -79.4% | +198.9% |
| 5Y | +830.2% | +289.9% | +540.2% | +707.1% |
| All | +3,667.8% | +523.1% | +3,144.7% | +3,354.6% |
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