+132.3%
AA vs KGC
+678.3%
-546.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.2% | -2.0% |
| 7D | -0.6% | -0.1% | -0.5% | -0.7% |
| 30D | -1.6% | +10.5% | -12.0% | -4.6% |
| 3M | -29.8% | +19.8% | -49.6% | -33.7% |
| 6M | -16.6% | -6.7% | -10.0% | -15.8% |
| YTD | -4.0% | +7.8% | -11.8% | -7.3% |
| 1Y | +63.5% | +35.7% | +27.8% | +48.2% |
| 3Y | +86.8% | +553.7% | -466.9% | +9.4% |
| 5Y | +12.4% | +461.7% | -449.3% | -33.8% |
| 10Y | +132.3% | +710.2% | -577.8% | +30.7% |
| All | +132.3% | +678.3% | -546.0% | +30.7% |
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