-62.0%
ALNY vs KGC
-5.3%
-56.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.5% | -6.7% | -0.6% |
| 7D | -30.7% | -6.8% | -23.9% | -29.6% |
| 30D | -26.7% | -9.2% | -17.6% | -25.4% |
| 3M | -26.4% | -9.1% | -17.3% | -25.2% |
| 6M | -45.9% | -25.7% | -20.3% | -43.8% |
| YTD | -59.5% | -23.6% | -35.9% | -58.9% |
| 1Y | -62.0% | -4.3% | -57.7% | -62.8% |
| All | -62.0% | -5.3% | -56.7% | -62.8% |
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