+286.2%
KGC vs ATI
+871.8%
-585.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +4.4% | -1.4% | +1.9% |
| 7D | +10.5% | +6.2% | +4.3% | +8.7% |
| 30D | -4.1% | -7.1% | +3.0% | -2.6% |
| 3M | -13.1% | -21.3% | +8.2% | -8.4% |
| 6M | -27.5% | +6.5% | -34.0% | -29.3% |
| YTD | -20.7% | +53.2% | -73.9% | -28.4% |
| 1Y | -6.1% | +82.7% | -88.8% | -18.0% |
| 3Y | +318.6% | +314.3% | +4.3% | +185.5% |
| All | +286.2% | +871.8% | -585.5% | +104.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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