+388.1%
KGC vs ALLE
+331.3%
+56.7%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | 0.0% | 0.0% | -0.1% | 0.0% |
| 30D | -9.3% | +20.6% | -29.9% | -12.6% |
| 3M | -15.9% | +11.4% | -27.3% | -17.7% |
| 6M | -24.9% | +42.5% | -67.4% | -29.8% |
| YTD | -23.0% | +18.9% | -41.9% | -25.9% |
| 1Y | -9.9% | +14.2% | -24.1% | -12.7% |
| 3Y | +301.2% | +90.7% | +210.6% | +253.9% |
| 5Y | +278.5% | +52.5% | +226.1% | +240.1% |
| 10Y | +484.3% | +231.2% | +253.0% | +386.1% |
| All | +388.1% | +331.3% | +56.7% | +277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling