+10,816.5%
ADP vs KGC
+357.0%
+10,459.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.1% |
| 7D | -3.4% | -1.3% | -2.2% | -3.4% |
| 30D | +2.8% | +20.3% | -17.5% | +2.6% |
| 3M | +20.9% | +8.1% | +12.8% | +20.8% |
| 6M | +29.9% | -8.8% | +38.6% | +29.9% |
| YTD | +9.6% | +10.1% | -0.4% | +9.4% |
| 1Y | -5.3% | +44.2% | -49.5% | -5.9% |
| 3Y | +16.5% | +533.0% | -516.6% | +13.5% |
| 5Y | +49.4% | +443.0% | -393.6% | +45.4% |
| 10Y | +282.2% | +678.6% | -396.4% | +270.3% |
| All | +10,816.5% | +357.0% | +10,459.5% | +11,267.1% |
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