+831.5%
KGC vs ALC
+21.6%
+809.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.4% | -1.7% |
| 7D | +2.4% | -3.7% | +6.1% | +3.6% |
| 30D | +9.2% | -3.7% | +13.0% | +10.4% |
| 3M | +16.7% | +4.6% | +12.2% | +14.8% |
| 6M | -7.0% | -14.6% | +7.6% | -2.9% |
| YTD | +7.5% | -11.9% | +19.4% | +11.0% |
| 1Y | +34.4% | -13.1% | +47.5% | +39.0% |
| 3Y | +552.0% | -15.0% | +567.0% | +567.7% |
| 5Y | +454.5% | -16.2% | +470.7% | +453.1% |
| All | +831.5% | +21.6% | +809.9% | +724.1% |
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