+44.2%
KGC vs ALC
-10.2%
+54.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.9% |
| 7D | -1.3% | -2.1% | +0.8% | -0.9% |
| 30D | +20.3% | -0.1% | +20.4% | +20.2% |
| 3M | +8.1% | +5.9% | +2.2% | +6.7% |
| 6M | -8.8% | -15.9% | +7.2% | -4.8% |
| YTD | +10.1% | -10.1% | +20.2% | +13.8% |
| 1Y | +44.2% | -10.2% | +54.4% | +48.7% |
| All | +44.2% | -10.2% | +54.4% | +48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling