+373.2%
KGC vs ABCL
-81.3%
+454.5%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.3% |
| 30D | +20.3% | +93.1% | -72.8% | +10.8% |
| 3M | +8.1% | +79.4% | -71.4% | -0.1% |
| 6M | -8.8% | +214.9% | -223.6% | -21.1% |
| YTD | +10.1% | +234.2% | -224.2% | -5.7% |
| 1Y | +44.2% | +174.8% | -130.5% | +25.4% |
| 3Y | +533.0% | +104.5% | +428.6% | +447.2% |
| 5Y | +443.0% | -39.0% | +482.0% | +395.3% |
| All | +373.2% | -81.3% | +454.5% | +360.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling