+527.8%
KGC vs ALLE
+222.4%
+305.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.2% |
| 7D | +10.5% | -0.6% | +11.0% | +10.6% |
| 30D | -4.1% | +25.3% | -29.4% | -8.4% |
| 3M | -13.1% | +10.3% | -23.4% | -14.9% |
| 6M | -27.5% | +38.0% | -65.6% | -32.1% |
| YTD | -20.7% | +17.8% | -38.5% | -23.6% |
| 1Y | -6.1% | +13.6% | -19.7% | -9.0% |
| 3Y | +318.6% | +89.2% | +229.4% | +267.9% |
| 5Y | +289.9% | +51.1% | +238.9% | +248.1% |
| All | +527.8% | +222.4% | +305.4% | +512.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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