+46.3%
ALAB vs KGC
-15.5%
+61.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.7% |
| 3M | -26.0% | -21.1% | -4.9% | -18.9% |
| 6M | +11.4% | -32.3% | +43.7% | +30.1% |
| YTD | +38.8% | -23.5% | +62.3% | +43.4% |
| All | +46.3% | -15.5% | +61.8% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling