+228.8%
AA vs KGC
+238.3%
-9.5%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.0% | +5.4% |
| 7D | +4.8% | +11.1% | -6.3% | +3.5% |
| 30D | -0.6% | -3.7% | +3.1% | -0.2% |
| 3M | -16.3% | -17.2% | +1.0% | -14.6% |
| 6M | -33.4% | -27.3% | -6.1% | -31.1% |
| YTD | -20.7% | -18.5% | -2.2% | -19.1% |
| 1Y | +12.9% | -5.7% | +18.6% | +13.4% |
| 3Y | +75.7% | +336.5% | -260.8% | +48.7% |
| 5Y | -6.8% | +298.7% | -305.5% | -20.8% |
| 10Y | +53.6% | +538.5% | -484.9% | +21.1% |
| All | +228.8% | +238.3% | -9.5% | +173.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling