+365.7%
ALAB vs KGC
+461.4%
-95.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.3% | -4.6% | -6.2% |
| 7D | +3.2% | +2.4% | +0.7% | +2.3% |
| 30D | -13.6% | +9.2% | -22.8% | -16.5% |
| 3M | -16.6% | +16.7% | -33.3% | -21.8% |
| 6M | +142.3% | -7.0% | +149.3% | +142.9% |
| YTD | +73.6% | +7.5% | +66.1% | +66.9% |
| 1Y | +33.7% | +34.4% | -0.7% | +19.6% |
| All | +365.7% | +461.4% | -95.8% | +337.4% |
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