+244.3%
KGC vs ABCL
-16.0%
+260.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.3% |
| 7D | +0.2% | -2.7% | +2.9% | +0.5% |
| 30D | -8.8% | -5.4% | -3.4% | -8.4% |
| 3M | -21.1% | +22.4% | -43.5% | -23.8% |
| 6M | -32.3% | +127.6% | -159.9% | -40.9% |
| YTD | -23.5% | +249.4% | -272.9% | -37.1% |
| 1Y | -15.0% | +198.0% | -213.0% | -29.0% |
| 3Y | +327.5% | +195.8% | +131.7% | +244.5% |
| 5Y | +244.3% | -20.6% | +264.9% | +212.0% |
| All | +244.3% | -16.0% | +260.2% | +212.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling