-10.5%
STRL vs KGC
-20.2%
+9.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +15.7% | -6.7% | +22.3% | +19.1% |
| 30D | -35.5% | -6.7% | -28.8% | -33.8% |
| 3M | -47.1% | -22.6% | -24.6% | -41.8% |
| 6M | -65.8% | -33.4% | -32.3% | -59.6% |
| YTD | -4.5% | -26.0% | +21.5% | +0.8% |
| 1Y | -10.5% | -18.3% | +7.8% | -13.4% |
| All | -10.5% | -20.2% | +9.7% | -13.4% |
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