+250.3%
KGC vs ABCL
-79.5%
+329.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.2% | -2.5% | +2.2% |
| 7D | +11.1% | +12.4% | -1.3% | +9.5% |
| 30D | -3.7% | -0.4% | -3.4% | -3.9% |
| 3M | -17.2% | +80.4% | -97.6% | -23.5% |
| 6M | -27.3% | +138.5% | -165.8% | -35.4% |
| YTD | -18.5% | +265.5% | -284.0% | -31.2% |
| 1Y | -5.7% | +219.7% | -225.4% | -19.5% |
| 3Y | +336.5% | +209.4% | +127.1% | +262.2% |
| 5Y | +298.7% | -15.0% | +313.7% | +255.6% |
| All | +250.3% | -79.5% | +329.8% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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