+552.0%
KGC vs AVTR
-25.8%
+577.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -2.5% |
| 7D | +2.4% | +7.4% | -4.9% | +1.8% |
| 30D | +9.2% | +12.2% | -3.0% | +8.1% |
| 3M | +16.7% | +57.4% | -40.6% | +12.1% |
| 6M | -7.0% | +86.7% | -93.7% | -11.8% |
| YTD | +7.5% | +33.1% | -25.6% | +3.3% |
| 1Y | +34.4% | +16.1% | +18.2% | +29.2% |
| 3Y | +552.0% | -24.6% | +576.6% | +552.8% |
| All | +552.0% | -25.8% | +577.8% | +552.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling