+286.2%
KGC vs ALLY
-9.5%
+295.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.4% |
| 7D | +10.5% | +0.9% | +9.6% | +10.3% |
| 30D | -4.1% | +3.1% | -7.1% | -4.6% |
| 3M | -13.1% | -12.6% | -0.5% | -10.8% |
| 6M | -27.5% | -12.4% | -15.1% | -25.7% |
| YTD | -20.7% | -13.2% | -7.6% | -18.8% |
| 1Y | -6.1% | +1.8% | -7.9% | -6.4% |
| 3Y | +318.6% | +58.0% | +260.6% | +270.7% |
| All | +286.2% | -9.5% | +295.7% | +270.3% |
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