+616.7%
ADI vs KGC
+692.5%
-75.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.5% |
| 7D | +1.3% | -8.4% | +9.8% | +2.4% |
| 30D | -6.0% | +6.3% | -12.3% | -6.7% |
| 3M | -7.7% | +22.4% | -30.2% | -10.1% |
| 6M | +14.0% | -11.4% | +25.4% | +14.9% |
| YTD | +34.4% | +3.1% | +31.3% | +32.9% |
| 1Y | +48.0% | +26.6% | +21.3% | +42.7% |
| 3Y | +113.3% | +525.6% | -412.3% | +72.7% |
| 5Y | +131.1% | +451.7% | -320.6% | +85.7% |
| All | +616.7% | +692.5% | -75.8% | +481.2% |
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