+106.7%
KGC vs ADVB
-97.4%
+204.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.7% |
| 7D | +11.1% | -1.2% | +12.3% | +11.1% |
| 30D | -3.7% | -61.4% | +57.6% | -4.1% |
| 3M | -17.2% | -67.8% | +50.6% | -17.7% |
| 6M | -27.3% | -66.9% | +39.6% | -28.1% |
| YTD | -18.5% | -64.9% | +46.4% | -19.2% |
| 1Y | -5.7% | -74.8% | +69.0% | -7.3% |
| All | +106.7% | -97.4% | +204.1% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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