+219.6%
KGC vs ALK
+765.2%
-545.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +0.8% |
| 7D | 0.0% | +7.1% | -7.1% | -0.1% |
| 30D | -9.3% | -3.0% | -6.3% | -9.3% |
| 3M | -15.9% | -25.6% | +9.8% | -15.7% |
| 6M | -24.9% | +0.5% | -25.3% | -24.8% |
| YTD | -23.0% | -23.1% | 0.0% | -23.0% |
| 1Y | -9.9% | -7.5% | -2.4% | -9.9% |
| 3Y | +301.2% | +15.3% | +285.9% | +302.8% |
| 5Y | +278.5% | -34.8% | +313.3% | +277.1% |
| 10Y | +484.3% | -41.2% | +525.4% | +483.6% |
| All | +219.6% | +765.2% | -545.6% | +340.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling