+555.2%
KGC vs ABCL
+104.5%
+450.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.4% |
| 30D | +20.3% | +93.1% | -72.8% | +8.8% |
| 3M | +8.1% | +79.4% | -71.4% | -1.7% |
| 6M | -8.8% | +214.9% | -223.6% | -23.7% |
| YTD | +10.1% | +234.2% | -224.2% | -9.0% |
| 1Y | +44.2% | +174.8% | -130.5% | +21.4% |
| All | +555.2% | +104.5% | +450.7% | +477.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling