+236.1%
ALNY vs KGC
+698.0%
-461.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | -6.5% | -5.6% | -0.9% | -6.2% |
| 30D | +11.0% | +6.1% | +4.9% | +10.6% |
| 3M | -14.1% | +17.3% | -31.4% | -15.1% |
| 6M | -22.4% | -10.3% | -12.1% | -22.2% |
| YTD | -37.5% | +3.9% | -41.3% | -37.9% |
| 1Y | -46.9% | +25.7% | -72.7% | -48.0% |
| 3Y | +22.1% | +526.0% | -503.9% | +9.9% |
| 5Y | +31.2% | +455.5% | -424.3% | +17.8% |
| All | +236.1% | +698.0% | -461.9% | +220.5% |
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