+94.7%
KGC vs ADVB
-97.4%
+192.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.9% | -8.7% | -5.8% |
| 7D | +8.0% | -4.1% | +12.1% | +8.0% |
| 30D | -9.3% | -60.3% | +51.0% | -9.6% |
| 3M | -21.3% | -73.3% | +52.0% | -21.8% |
| 6M | -31.5% | -65.9% | +34.4% | -32.2% |
| YTD | -23.2% | -63.9% | +40.6% | -23.9% |
| 1Y | -15.0% | -74.1% | +59.1% | -16.4% |
| All | +94.7% | -97.4% | +192.1% | +114.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling