+44.2%
KGC vs ALM
+318.3%
-274.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.9% |
| 7D | -1.3% | -2.6% | +1.3% | -0.6% |
| 30D | +20.3% | +32.0% | -11.7% | +12.3% |
| 3M | +8.1% | -15.0% | +23.1% | +10.7% |
| 6M | -8.8% | -10.1% | +1.4% | -9.3% |
| YTD | +10.1% | +99.4% | -89.4% | -3.8% |
| 1Y | +44.2% | +316.4% | -272.1% | +11.0% |
| All | +44.2% | +318.3% | -274.1% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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