+440.1%
KGC vs ALLY
+98.1%
+342.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.7% | +4.7% | +3.2% |
| 7D | +10.5% | +0.9% | +9.6% | +10.4% |
| 30D | -4.1% | +3.1% | -7.1% | -4.3% |
| 3M | -13.1% | -12.6% | -0.5% | -11.8% |
| 6M | -27.5% | -12.4% | -15.1% | -26.5% |
| YTD | -20.7% | -13.2% | -7.6% | -19.6% |
| 1Y | -6.1% | +1.8% | -7.9% | -6.2% |
| 3Y | +318.6% | +58.0% | +260.6% | +296.4% |
| 5Y | +289.9% | -8.4% | +298.4% | +278.6% |
| 10Y | +501.8% | +195.3% | +306.6% | +419.2% |
| All | +440.1% | +98.1% | +342.0% | +397.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling