+286.2%
KGC vs ABCL
-21.8%
+308.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +6.7% | -3.7% | +2.1% |
| 7D | +10.5% | -3.2% | +13.7% | +10.7% |
| 30D | -4.1% | -7.4% | +3.3% | -3.4% |
| 3M | -13.1% | +81.9% | -95.0% | -20.9% |
| 6M | -27.5% | +135.7% | -163.3% | -37.1% |
| YTD | -20.7% | +247.4% | -268.1% | -34.9% |
| 1Y | -6.1% | +162.3% | -168.3% | -20.6% |
| 3Y | +318.6% | +165.5% | +153.1% | +241.7% |
| All | +286.2% | -21.8% | +308.0% | +255.2% |
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