-18.3%
KGC vs ALLE
+15.3%
-33.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -6.7% | +3.6% | -10.2% | -7.8% |
| 30D | -6.7% | +25.9% | -32.5% | -14.9% |
| 3M | -22.6% | +15.8% | -38.3% | -26.8% |
| 6M | -33.4% | +48.1% | -81.5% | -43.9% |
| YTD | -26.0% | +22.0% | -47.9% | -32.8% |
| 1Y | -18.3% | +18.0% | -36.3% | -24.1% |
| All | -18.3% | +15.3% | -33.6% | -24.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling