+101.2%
KGC vs ADVB
-97.5%
+198.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.2% | -1.2% | +3.0% |
| 7D | +10.5% | -13.9% | +24.4% | +10.5% |
| 30D | -4.1% | -68.1% | +64.1% | -4.5% |
| 3M | -13.1% | -73.4% | +60.3% | -13.6% |
| 6M | -27.5% | -70.8% | +43.2% | -28.4% |
| YTD | -20.7% | -66.1% | +45.4% | -21.4% |
| 1Y | -6.1% | -77.5% | +71.4% | -8.0% |
| All | +101.2% | -97.5% | +198.7% | +121.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling