+249.6%
ALAB vs KGC
+325.5%
-75.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.7% | +11.0% | +12.8% |
| 7D | -5.6% | +11.1% | -16.7% | -9.1% |
| 30D | -36.6% | -3.7% | -32.9% | -35.7% |
| 3M | -35.1% | -17.2% | -17.9% | -31.3% |
| 6M | +8.5% | -27.3% | +35.8% | +19.0% |
| YTD | +30.4% | -18.5% | +48.9% | +37.3% |
| 1Y | +31.0% | -5.7% | +36.8% | +32.7% |
| All | +249.6% | +325.5% | -75.9% | +259.9% |
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