+657.9%
KGC vs ALK
-35.2%
+693.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +20.3% | -19.2% | +39.5% | +23.3% |
| 3M | +8.1% | -1.5% | +9.6% | +8.0% |
| 6M | -8.8% | -13.1% | +4.3% | -8.0% |
| YTD | +10.1% | -16.4% | +26.5% | +11.3% |
| 1Y | +44.2% | -33.1% | +77.3% | +48.5% |
| 3Y | +533.0% | +0.6% | +532.4% | +517.4% |
| 5Y | +443.0% | -26.4% | +469.4% | +436.2% |
| All | +657.9% | -35.2% | +693.1% | +610.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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