+273.5%
KGC vs ALHC
-61.8%
+335.3%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.0% | +3.7% | +2.8% |
| 7D | +11.1% | +3.9% | +7.3% | +10.7% |
| 30D | -3.7% | -3.6% | -0.1% | -3.5% |
| 3M | -17.2% | -49.4% | +32.2% | -13.1% |
| 6M | -27.3% | -59.5% | +32.2% | -22.9% |
| YTD | -18.5% | -63.2% | +44.7% | -13.3% |
| 1Y | -5.7% | -55.5% | +49.8% | -1.2% |
| 3Y | +336.5% | +23.0% | +313.5% | +308.4% |
| 5Y | +298.7% | -65.7% | +364.4% | +301.7% |
| All | +273.5% | -61.8% | +335.3% | +262.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling