+11,904.6%
ADP vs KGC
+229.2%
+11,675.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.3% |
| 7D | +3.2% | +10.5% | -7.2% | +3.1% |
| 30D | +14.9% | -4.1% | +19.0% | +14.9% |
| 3M | +11.6% | -13.1% | +24.7% | +11.7% |
| 6M | +48.5% | -27.5% | +76.0% | +48.8% |
| YTD | +20.6% | -20.7% | +41.3% | +20.6% |
| 1Y | +23.7% | -6.1% | +29.8% | +23.5% |
| 3Y | +47.8% | +318.6% | -270.8% | +44.6% |
| 5Y | +47.7% | +289.9% | -242.2% | +44.2% |
| 10Y | +324.0% | +501.8% | -177.9% | +311.9% |
| All | +11,904.6% | +229.2% | +11,675.3% | +12,438.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling