+19,359.6%
STRL vs KGC
+1,099.7%
+18,259.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.0% | +5.9% |
| 7D | +3.4% | -1.3% | +4.7% | +3.5% |
| 30D | -9.2% | +20.3% | -29.5% | -10.3% |
| 3M | -51.0% | +8.1% | -59.1% | -51.3% |
| 6M | +15.8% | -8.8% | +24.5% | +16.3% |
| YTD | +58.9% | +10.1% | +48.8% | +57.9% |
| 1Y | +68.5% | +44.2% | +24.3% | +65.2% |
| 3Y | +485.2% | +533.0% | -47.8% | +434.3% |
| 5Y | +2,005.1% | +443.0% | +1,562.1% | +1,821.0% |
| 10Y | +7,118.0% | +678.6% | +6,439.4% | +6,271.1% |
| All | +19,359.6% | +1,099.7% | +18,259.9% | +16,233.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling