+102.6%
ADM vs KGC
+496.6%
-393.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -0.3% |
| 7D | -7.8% | +11.1% | -19.0% | -8.4% |
| 30D | -12.6% | -3.7% | -8.8% | -12.5% |
| 3M | -8.2% | -17.2% | +9.0% | -7.5% |
| 6M | -8.9% | -27.3% | +18.4% | -7.6% |
| YTD | +24.0% | -18.5% | +42.5% | +24.2% |
| 1Y | +26.2% | -5.7% | +31.9% | +25.1% |
| 3Y | +7.0% | +336.5% | -329.5% | -6.0% |
| 5Y | +24.9% | +298.7% | -273.9% | +8.2% |
| 10Y | +102.6% | +538.5% | -435.9% | +74.6% |
| All | +102.6% | +496.6% | -393.9% | +74.6% |
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