+120.6%
ADM vs KGC
+635.9%
-515.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.5% | +3.6% | +0.3% |
| 7D | +0.7% | -4.1% | +4.8% | +0.9% |
| 30D | -14.7% | -11.6% | -3.1% | -14.2% |
| 3M | -10.4% | -24.5% | +14.1% | -9.3% |
| 6M | -10.9% | -34.6% | +23.6% | -9.3% |
| YTD | +26.0% | -26.2% | +52.2% | +26.8% |
| 1Y | +26.5% | -20.1% | +46.6% | +26.7% |
| 3Y | +8.2% | +312.4% | -304.2% | -3.8% |
| 5Y | +24.0% | +224.9% | -200.9% | +9.6% |
| All | +120.6% | +635.9% | -515.3% | +92.3% |
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 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