+207.4%
ALAB vs KGC
+314.1%
-106.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +3.0% | +3.3% | +5.2% |
| 7D | -26.3% | +10.5% | -36.8% | -29.1% |
| 30D | -50.1% | -4.1% | -46.1% | -49.4% |
| 3M | -42.5% | -13.1% | -29.4% | -40.2% |
| 6M | -10.8% | -27.5% | +16.7% | -2.2% |
| YTD | +14.6% | -20.7% | +35.3% | +21.8% |
| 1Y | +17.1% | -6.1% | +23.2% | +18.9% |
| All | +207.4% | +314.1% | -106.7% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling