-4.3%
KGC vs ALHC
-51.4%
+47.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.1% | -2.7% | +6.5% |
| 7D | -6.8% | -0.5% | -6.3% | -6.8% |
| 30D | -9.2% | -4.2% | -4.9% | -9.0% |
| 3M | -9.1% | -39.8% | +30.7% | -5.8% |
| 6M | -25.7% | -57.7% | +32.1% | -19.8% |
| YTD | -23.6% | -58.8% | +35.2% | -20.1% |
| 1Y | -4.3% | -52.4% | +48.1% | -5.1% |
| All | -4.3% | -51.4% | +47.1% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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