+218.2%
KGC vs ABCL
-81.2%
+299.4%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.4% |
| 7D | -6.7% | -3.3% | -3.4% | -6.3% |
| 30D | -6.7% | -7.1% | +0.5% | -6.1% |
| 3M | -22.6% | +4.7% | -27.3% | -23.5% |
| 6M | -33.4% | +140.9% | -174.3% | -40.9% |
| YTD | -26.0% | +236.0% | -262.0% | -36.9% |
| 1Y | -18.3% | +217.4% | -235.7% | -30.0% |
| 3Y | +315.8% | +188.7% | +127.1% | +247.9% |
| 5Y | +225.7% | -23.5% | +249.2% | +193.6% |
| All | +218.2% | -81.2% | +299.4% | +208.0% |
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