+26.3%
ADM vs KGC
+286.2%
-259.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.9% |
| 7D | -9.0% | +10.5% | -19.5% | -9.6% |
| 30D | -14.0% | -4.1% | -9.9% | -13.8% |
| 3M | -9.2% | -13.1% | +3.9% | -8.7% |
| 6M | -9.2% | -27.5% | +18.4% | -7.5% |
| YTD | +24.2% | -20.7% | +44.9% | +24.4% |
| 1Y | +27.0% | -6.1% | +33.0% | +25.0% |
| 3Y | +6.6% | +318.6% | -312.0% | -14.3% |
| All | +26.3% | +286.2% | -259.9% | +1.0% |
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