-12.2%
KGC vs ALC
+1.7%
-14.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.5% |
| 7D | +10.5% | +4.9% | +5.6% | +9.4% |
| 30D | -4.1% | +19.0% | -23.0% | -7.3% |
| 3M | -13.1% | +7.8% | -20.8% | -14.5% |
| 6M | -27.5% | +14.6% | -42.1% | -29.5% |
| YTD | -20.7% | -4.4% | -16.3% | -18.8% |
| All | -12.2% | +1.7% | -14.0% | -10.7% |
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