+133.8%
ADI vs KGC
+226.6%
-92.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | -6.7% | +16.1% | +10.9% |
| 30D | -1.4% | -6.7% | +5.3% | -0.3% |
| 3M | +4.7% | -22.6% | +27.3% | +9.2% |
| 6M | -7.4% | -33.4% | +26.0% | -1.2% |
| YTD | +48.1% | -26.0% | +74.0% | +53.7% |
| 1Y | +69.6% | -18.3% | +87.9% | +72.8% |
| 3Y | +144.4% | +315.8% | -171.4% | +74.4% |
| All | +133.8% | +226.6% | -92.9% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling