+658.7%
KGC vs ALM
+3,219.4%
-2,560.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.8% | -11.2% | -3.1% |
| 7D | +2.4% | +8.4% | -6.0% | +1.7% |
| 30D | +9.2% | +34.8% | -25.6% | +6.4% |
| 3M | +16.7% | +16.2% | +0.5% | +14.8% |
| 6M | -7.0% | +2.1% | -9.1% | -8.1% |
| YTD | +7.5% | +117.0% | -109.5% | +1.1% |
| 1Y | +34.4% | +313.9% | -279.5% | +20.9% |
| 3Y | +552.0% | +2,327.9% | -1,776.0% | +424.9% |
| 5Y | +454.5% | +1,040.6% | -586.1% | +355.9% |
| 10Y | +658.7% | +3,219.4% | -2,560.8% | +493.9% |
| All | +658.7% | +3,219.4% | -2,560.8% | +493.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling