+587.2%
KGC vs ALK
-45.9%
+633.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | -6.7% | -1.2% | -5.5% | -6.5% |
| 30D | -6.7% | +7.7% | -14.4% | -7.6% |
| 3M | -22.6% | -19.0% | -3.6% | -20.7% |
| 6M | -33.4% | -0.2% | -33.2% | -33.6% |
| YTD | -26.0% | -23.5% | -2.5% | -24.4% |
| 1Y | -18.3% | -9.1% | -9.2% | -17.9% |
| 3Y | +315.8% | +12.0% | +303.8% | +303.2% |
| 5Y | +225.7% | -30.9% | +256.6% | +224.8% |
| All | +587.2% | -45.9% | +633.1% | +602.7% |
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