+454.5%
KGC vs ATI
+1,101.9%
-647.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.6% | -0.8% | -2.0% |
| 7D | +2.4% | +3.2% | -0.7% | +1.7% |
| 30D | +9.2% | -9.0% | +18.2% | +11.5% |
| 3M | +16.7% | +15.1% | +1.7% | +12.4% |
| 6M | -7.0% | +38.1% | -45.1% | -14.2% |
| YTD | +7.5% | +80.7% | -73.2% | -5.9% |
| 1Y | +34.4% | +167.5% | -133.2% | +8.8% |
| 3Y | +552.0% | +366.0% | +186.0% | +342.4% |
| 5Y | +454.5% | +1,088.8% | -634.2% | +204.5% |
| All | +454.5% | +1,101.9% | -647.3% | +204.5% |
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