+541.4%
KGC vs ALC
+30.4%
+511.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -2.9% | -0.7% |
| 7D | -6.7% | -1.1% | -5.6% | -6.3% |
| 30D | -6.7% | +16.0% | -22.7% | -10.9% |
| 3M | -22.6% | +0.8% | -23.4% | -22.9% |
| 6M | -33.4% | +16.8% | -50.3% | -36.8% |
| YTD | -26.0% | -5.5% | -20.5% | -25.3% |
| 1Y | -18.3% | -5.3% | -13.0% | -17.7% |
| 3Y | +315.8% | +4.1% | +311.7% | +298.5% |
| 5Y | +225.7% | -7.1% | +232.8% | +216.1% |
| All | +541.4% | +30.4% | +511.0% | +454.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling