+597.9%
KGC vs ALLE
+260.9%
+337.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.5% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | +20.3% | -6.8% | +27.1% | +21.9% |
| 3M | +8.1% | +21.0% | -13.0% | +4.2% |
| 6M | -8.8% | +1.1% | -9.9% | -9.1% |
| YTD | +10.1% | -0.5% | +10.6% | +9.8% |
| 1Y | +44.2% | -7.3% | +51.5% | +45.4% |
| 3Y | +533.0% | +42.3% | +490.8% | +488.8% |
| 5Y | +443.0% | +13.5% | +429.5% | +411.0% |
| 10Y | +678.6% | +144.0% | +534.5% | +583.5% |
| All | +597.9% | +260.9% | +337.0% | +458.5% |
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