+272.3%
ALAB vs KGC
+299.8%
-27.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.3% | +7.1% | +6.9% |
| 7D | +3.4% | +0.2% | +3.2% | +3.3% |
| 30D | -28.8% | -8.8% | -19.9% | -26.4% |
| 3M | -26.0% | -21.1% | -4.9% | -20.4% |
| 6M | +11.4% | -32.3% | +43.7% | +25.1% |
| YTD | +38.8% | -23.5% | +62.3% | +49.3% |
| 1Y | +37.8% | -15.0% | +52.8% | +44.1% |
| All | +272.3% | +299.8% | -27.6% | +291.3% |
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