+317.2%
ADP vs KGC
+635.9%
-318.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.5% | +4.0% | +0.6% |
| 7D | +0.3% | -4.1% | +4.3% | +0.3% |
| 30D | +11.6% | -11.6% | +23.3% | +11.8% |
| 3M | +15.1% | -24.5% | +39.6% | +15.7% |
| 6M | +46.0% | -34.6% | +80.6% | +47.3% |
| YTD | +22.4% | -26.2% | +48.6% | +22.5% |
| 1Y | +24.5% | -20.1% | +44.6% | +24.2% |
| 3Y | +44.8% | +312.4% | -267.6% | +34.4% |
| 5Y | +49.1% | +224.9% | -175.8% | +37.0% |
| All | +317.2% | +635.9% | -318.7% | +312.6% |
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