+19.1%
AA vs KGC
+450.8%
-431.7%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.9% | +4.6% |
| 7D | +1.7% | +2.4% | -0.8% | +0.4% |
| 30D | +3.3% | +9.2% | -5.9% | -1.3% |
| 3M | -29.4% | +16.7% | -46.2% | -34.9% |
| 6M | -12.8% | -7.0% | -5.8% | -11.7% |
| YTD | -2.1% | +7.5% | -9.6% | -8.4% |
| 1Y | +62.8% | +34.4% | +28.4% | +36.6% |
| 3Y | +90.5% | +552.0% | -461.5% | -32.9% |
| 5Y | +19.1% | +454.5% | -435.5% | -55.8% |
| All | +19.1% | +450.8% | -431.7% | -55.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling