+286.2%
KGC vs ALC
-11.2%
+297.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.1% | +5.1% | +3.8% |
| 7D | +10.5% | +4.9% | +5.6% | +8.6% |
| 30D | -4.1% | +19.0% | -23.0% | -10.2% |
| 3M | -13.1% | +7.8% | -20.8% | -15.6% |
| 6M | -27.5% | +14.6% | -42.1% | -31.6% |
| YTD | -20.7% | -4.4% | -16.3% | -20.1% |
| 1Y | -6.1% | +1.4% | -7.5% | -7.8% |
| 3Y | +318.6% | +2.5% | +316.1% | +291.7% |
| All | +286.2% | -11.2% | +297.4% | +246.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling