+333.0%
KGC vs ALM
+3,798.4%
-3,465.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +8.1% | -5.3% | +2.7% |
| 7D | +11.1% | +0.7% | +10.4% | +11.1% |
| 30D | -3.7% | -26.1% | +22.3% | -3.7% |
| 3M | -17.2% | -38.1% | +20.9% | -17.2% |
| 6M | -27.3% | -55.4% | +28.1% | -27.3% |
| YTD | -18.5% | -0.4% | -18.1% | -18.4% |
| 1Y | -5.7% | +25.4% | -31.1% | -5.5% |
| 3Y | +336.5% | +907.8% | -571.3% | +340.9% |
| 5Y | +298.7% | +440.2% | -141.5% | +302.3% |
| 10Y | +538.5% | +2,031.1% | -1,492.6% | +554.2% |
| All | +333.0% | +3,798.4% | -3,465.5% | +364.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling