+918.2%
KGC vs AVTR
+1.1%
+917.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -8.4% | -2.0% | -6.4% | -8.2% |
| 30D | +6.3% | +8.1% | -1.7% | +5.3% |
| 3M | +22.4% | +54.2% | -31.8% | +15.4% |
| 6M | -11.4% | +82.6% | -94.0% | -18.3% |
| YTD | +3.1% | +29.8% | -26.7% | -1.3% |
| 1Y | +26.6% | +18.0% | +8.6% | +21.5% |
| 3Y | +525.6% | -26.4% | +552.0% | +530.2% |
| 5Y | +451.7% | -64.8% | +516.5% | +505.2% |
| All | +918.2% | +1.1% | +917.2% | +877.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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