+336.5%
KGC vs ALB
-13.4%
+349.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.9% | +2.8% |
| 7D | +11.1% | +9.5% | +1.7% | +9.1% |
| 30D | -3.7% | -2.1% | -1.6% | -3.3% |
| 3M | -17.2% | -24.1% | +6.9% | -12.6% |
| 6M | -27.3% | -51.0% | +23.7% | -17.0% |
| YTD | -18.5% | -29.3% | +10.8% | -12.3% |
| 1Y | -5.7% | +3.2% | -8.9% | -2.9% |
| 3Y | +336.5% | -9.3% | +345.8% | +363.0% |
| All | +336.5% | -13.4% | +349.9% | +363.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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