+630.7%
KGC vs AVTR
+5.6%
+625.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.3% |
| 7D | -6.7% | +0.5% | -7.1% | -6.7% |
| 30D | -6.7% | -1.0% | -5.6% | -6.5% |
| 3M | -22.6% | +12.2% | -34.8% | -23.8% |
| 6M | -33.4% | +97.5% | -130.9% | -39.2% |
| YTD | -26.0% | +35.6% | -61.6% | -29.6% |
| 1Y | -18.3% | +32.8% | -51.1% | -22.2% |
| 3Y | +315.8% | -16.5% | +332.3% | +311.1% |
| 5Y | +225.7% | -59.1% | +284.8% | +251.3% |
| All | +630.7% | +5.6% | +625.1% | +596.7% |
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