+35.7%
KGC vs ALC
-14.0%
+49.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -0.1% | -5.3% | +5.2% | +0.9% |
| 30D | +10.5% | -7.1% | +17.5% | +11.9% |
| 3M | +19.8% | +0.8% | +19.0% | +19.5% |
| 6M | -6.7% | -16.0% | +9.3% | -2.9% |
| YTD | +7.8% | -12.7% | +20.5% | +12.0% |
| 1Y | +35.7% | -12.8% | +48.5% | +39.6% |
| All | +35.7% | -14.0% | +49.6% | +39.6% |
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