+286.2%
KGC vs ALHC
-64.2%
+350.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.9% | +5.9% | +3.2% |
| 7D | +10.5% | +1.0% | +9.5% | +10.3% |
| 30D | -4.1% | -14.2% | +10.1% | -3.1% |
| 3M | -13.1% | -45.1% | +32.1% | -9.4% |
| 6M | -27.5% | -59.5% | +32.0% | -23.2% |
| YTD | -20.7% | -62.8% | +42.1% | -15.8% |
| 1Y | -6.1% | -55.5% | +49.4% | -1.6% |
| 3Y | +318.6% | +25.7% | +292.9% | +291.2% |
| All | +286.2% | -64.2% | +350.4% | +290.0% |
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 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