+95.9%
STX vs KGC
-15.5%
+111.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.3% | +10.3% | +10.1% |
| 7D | -1.0% | +0.2% | -1.2% | -1.1% |
| 30D | -26.8% | -8.8% | -17.9% | -24.8% |
| 3M | -32.7% | -21.1% | -11.6% | -28.9% |
| 6M | -33.7% | -32.3% | -1.4% | -26.6% |
| YTD | +101.0% | -23.5% | +124.4% | +90.0% |
| All | +95.9% | -15.5% | +111.4% | +72.3% |
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 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