+313.7%
ADP vs KGC
+496.6%
-182.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.2% | -0.5% |
| 7D | +1.1% | +11.1% | -10.0% | +0.9% |
| 30D | +11.5% | -3.7% | +15.3% | +11.6% |
| 3M | +12.0% | -17.2% | +29.3% | +12.4% |
| 6M | +43.8% | -27.3% | +71.1% | +44.7% |
| YTD | +20.1% | -18.5% | +38.6% | +20.0% |
| 1Y | +22.3% | -5.7% | +28.0% | +21.5% |
| 3Y | +43.3% | +336.5% | -293.2% | +33.1% |
| 5Y | +47.3% | +298.7% | -251.4% | +35.2% |
| 10Y | +313.7% | +538.5% | -224.8% | +306.8% |
| All | +313.7% | +496.6% | -182.9% | +306.8% |
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