+527.8%
KGC vs ALK
-41.7%
+569.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.6% | +2.4% | +2.9% |
| 7D | +10.5% | +9.0% | +1.4% | +9.3% |
| 30D | -4.1% | -1.6% | -2.4% | -3.9% |
| 3M | -13.1% | -23.2% | +10.1% | -10.4% |
| 6M | -27.5% | -3.9% | -23.7% | -27.5% |
| YTD | -20.7% | -22.6% | +1.9% | -19.1% |
| 1Y | -6.1% | -5.3% | -0.7% | -6.0% |
| 3Y | +318.6% | +18.6% | +300.0% | +304.0% |
| 5Y | +289.9% | -34.4% | +324.3% | +289.2% |
| All | +527.8% | -41.7% | +569.5% | +533.7% |
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