-8.8%
KGC vs ALLE
-0.4%
-8.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +20.3% | -6.8% | +27.1% | +24.5% |
| 3M | +8.1% | +21.0% | -13.0% | -4.2% |
| 6M | -8.8% | +1.1% | -9.9% | +0.1% |
| All | -8.8% | -0.4% | -8.4% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling