+620.2%
ADI vs KGC
+637.7%
-17.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | -6.7% | +16.1% | +10.4% |
| 30D | -1.4% | -6.7% | +5.3% | -0.7% |
| 3M | +4.7% | -22.6% | +27.3% | +7.6% |
| 6M | -7.4% | -33.4% | +26.0% | -3.5% |
| YTD | +48.1% | -26.0% | +74.0% | +51.9% |
| 1Y | +69.6% | -18.3% | +87.9% | +72.1% |
| 3Y | +144.4% | +315.8% | -171.4% | +105.5% |
| 5Y | +134.1% | +225.7% | -91.6% | +96.0% |
| All | +620.2% | +637.7% | -17.5% | +498.1% |
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