+463.0%
KGC vs ALM
+951.0%
-488.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.1% |
| 7D | -1.3% | -2.6% | +1.3% | -0.9% |
| 30D | +20.3% | +32.0% | -11.7% | +15.7% |
| 3M | +8.1% | -15.0% | +23.1% | +9.4% |
| 6M | -8.8% | -10.1% | +1.4% | -9.0% |
| YTD | +10.1% | +99.4% | -89.4% | +0.7% |
| 1Y | +44.2% | +316.4% | -272.1% | +21.6% |
| 3Y | +533.0% | +2,022.0% | -1,489.0% | +344.0% |
| All | +463.0% | +951.0% | -488.0% | +330.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling