+400.4%
ALAB vs KGC
+474.9%
-74.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.3% | +12.0% | +10.5% |
| 7D | +7.2% | -1.3% | +8.5% | +7.6% |
| 30D | -2.5% | +20.3% | -22.8% | -9.0% |
| 3M | -13.3% | +8.1% | -21.4% | -16.3% |
| 6M | +172.8% | -8.8% | +181.6% | +175.1% |
| YTD | +86.6% | +10.1% | +76.5% | +77.9% |
| 1Y | +65.2% | +44.2% | +20.9% | +44.6% |
| All | +400.4% | +474.9% | -74.5% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling