-15.0%
KGC vs ALLY
-1.7%
-13.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.5% | -4.7% |
| 7D | +8.0% | -0.7% | +8.7% | +8.5% |
| 30D | -9.3% | +1.1% | -10.4% | -9.6% |
| 3M | -21.3% | -13.2% | -8.1% | -16.6% |
| 6M | -31.5% | -13.5% | -18.0% | -27.8% |
| YTD | -23.2% | -14.3% | -9.0% | -18.1% |
| 1Y | -15.0% | -1.1% | -13.9% | -19.2% |
| All | -15.0% | -1.7% | -13.3% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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