+10,012.8%
STRL vs KGC
+764.3%
+9,248.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +3.3% |
| 7D | -26.9% | +10.5% | -37.4% | -27.5% |
| 30D | -52.7% | -4.1% | -48.6% | -52.6% |
| 3M | -52.8% | -13.1% | -39.8% | -52.6% |
| 6M | -71.5% | -27.5% | -43.9% | -71.0% |
| YTD | -17.4% | -20.7% | +3.3% | -16.5% |
| 1Y | -35.0% | -6.1% | -28.9% | -34.7% |
| 3Y | +239.2% | +318.6% | -79.4% | +216.6% |
| 5Y | +830.2% | +289.9% | +540.2% | +764.6% |
| 10Y | +3,574.7% | +501.8% | +3,072.9% | +3,197.2% |
| All | +10,012.8% | +764.3% | +9,248.5% | +8,542.3% |
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