+222.0%
KGC vs ALLY
-10.0%
+232.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | -6.7% | +0.4% | -7.0% | -6.7% |
| 30D | -6.7% | +5.2% | -11.9% | -7.5% |
| 3M | -22.6% | -13.3% | -9.3% | -20.4% |
| 6M | -33.4% | -6.7% | -26.8% | -32.5% |
| YTD | -26.0% | -12.8% | -13.2% | -24.2% |
| 1Y | -18.3% | +0.7% | -19.0% | -18.4% |
| 3Y | +315.8% | +65.2% | +250.6% | +265.4% |
| All | +222.0% | -10.0% | +232.0% | +205.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling