+41.6%
AA vs KGC
+637.7%
-596.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +0.5% | -6.7% | +7.2% | +2.6% |
| 30D | -0.6% | -6.7% | +6.1% | +1.3% |
| 3M | -19.7% | -22.6% | +2.9% | -13.9% |
| 6M | -41.6% | -33.4% | -8.1% | -34.8% |
| YTD | -24.6% | -26.0% | +1.4% | -19.1% |
| 1Y | +4.9% | -18.3% | +23.2% | +9.7% |
| 3Y | +66.8% | +315.8% | -249.0% | +9.5% |
| 5Y | -19.4% | +225.7% | -245.1% | -46.6% |
| All | +41.6% | +637.7% | -596.1% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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