+179.2%
KGC vs ADVB
-88.3%
+267.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -1.3% | -3.8% | +2.5% | -1.3% |
| 30D | +20.3% | +17.6% | +2.7% | +20.4% |
| 3M | +8.1% | +119.1% | -111.0% | +8.2% |
| 6M | -8.8% | +103.4% | -112.1% | -8.9% |
| YTD | +10.1% | +59.8% | -49.8% | +9.8% |
| 1Y | +44.2% | +8.5% | +35.7% | +42.9% |
| All | +179.2% | -88.3% | +267.5% | +209.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling