+538.5%
KGC vs ALM
+2,221.4%
-1,682.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.3% | +2.0% |
| 7D | +11.1% | +0.7% | +10.4% | +11.0% |
| 30D | -3.7% | -26.1% | +22.3% | -1.2% |
| 3M | -17.2% | -38.1% | +20.9% | -13.8% |
| 6M | -27.3% | -55.4% | +28.1% | -22.7% |
| YTD | -18.5% | -0.4% | -18.1% | -18.1% |
| 1Y | -5.7% | +25.4% | -31.1% | -6.7% |
| 3Y | +336.5% | +907.8% | -571.3% | +279.3% |
| 5Y | +298.7% | +440.2% | -141.5% | +250.6% |
| 10Y | +538.5% | +2,031.1% | -1,492.6% | +426.9% |
| All | +538.5% | +2,221.4% | -1,682.9% | +426.9% |
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