+555.2%
KGC vs ALB
-34.0%
+589.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.2% | -1.4% |
| 7D | -1.3% | -8.1% | +6.8% | +0.2% |
| 30D | +20.3% | +6.3% | +14.0% | +18.8% |
| 3M | +8.1% | -23.6% | +31.7% | +13.3% |
| 6M | -8.8% | -24.6% | +15.8% | -4.6% |
| YTD | +10.1% | -10.3% | +20.3% | +12.8% |
| 1Y | +44.2% | +61.5% | -17.2% | +38.6% |
| All | +555.2% | -34.0% | +589.1% | +604.6% |
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