+222.0%
KGC vs ALHC
-66.2%
+288.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.4% |
| 7D | -6.7% | +0.3% | -6.9% | -6.7% |
| 30D | -6.7% | -10.6% | +3.9% | -5.9% |
| 3M | -22.6% | -45.3% | +22.7% | -19.3% |
| 6M | -33.4% | -59.7% | +26.3% | -29.4% |
| YTD | -26.0% | -62.7% | +36.7% | -21.4% |
| 1Y | -18.3% | -56.1% | +37.8% | -14.4% |
| 3Y | +315.8% | +21.3% | +294.5% | +290.1% |
| All | +222.0% | -66.2% | +288.2% | +222.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling