+270.5%
ADP vs KGC
+645.2%
-374.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -3.4% |
| 7D | -5.5% | +2.4% | -7.9% | -5.5% |
| 30D | -1.2% | +9.2% | -10.5% | -1.5% |
| 3M | +17.9% | +16.7% | +1.1% | +17.4% |
| 6M | +20.3% | -7.0% | +27.3% | +20.4% |
| YTD | +5.8% | +7.5% | -1.7% | +5.2% |
| 1Y | -7.7% | +34.4% | -42.1% | -9.2% |
| 3Y | +14.7% | +552.0% | -537.2% | +5.2% |
| 5Y | +45.8% | +454.5% | -408.7% | +32.8% |
| 10Y | +270.5% | +658.7% | -388.2% | +261.8% |
| All | +270.5% | +645.2% | -374.7% | +261.8% |
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