+162.4%
ADM vs KGC
+645.2%
-482.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | 0.0% |
| 7D | -0.1% | +2.4% | -2.5% | -0.2% |
| 30D | +11.0% | +9.2% | +1.8% | +10.3% |
| 3M | +6.0% | +16.7% | -10.7% | +4.7% |
| 6M | +26.9% | -7.0% | +33.9% | +26.9% |
| YTD | +50.0% | +7.5% | +42.5% | +48.1% |
| 1Y | +39.6% | +34.4% | +5.2% | +35.4% |
| 3Y | +18.5% | +552.0% | -533.4% | +1.2% |
| 5Y | +62.6% | +454.5% | -392.0% | +38.1% |
| 10Y | +162.4% | +658.7% | -496.3% | +120.7% |
| All | +162.4% | +645.2% | -482.8% | +120.7% |
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