+21.5%
ALNY vs KGC
+520.4%
-498.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.5% |
| 7D | -6.4% | -8.4% | +2.0% | -5.3% |
| 30D | +11.9% | +6.3% | +5.5% | +10.9% |
| 3M | -15.0% | +22.4% | -37.4% | -17.6% |
| 6M | -23.2% | -11.4% | -11.8% | -22.6% |
| YTD | -37.8% | +3.1% | -40.9% | -38.8% |
| 1Y | -47.3% | +26.6% | -73.9% | -49.8% |
| All | +21.5% | +520.4% | -498.9% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling