+291.9%
AA vs KGC
+357.0%
-65.1%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -0.7% | -1.3% | +0.6% | -0.6% |
| 30D | +5.0% | +20.3% | -15.3% | +2.7% |
| 3M | -35.8% | +8.1% | -43.9% | -36.5% |
| 6M | -18.4% | -8.8% | -9.6% | -17.7% |
| YTD | -5.5% | +10.1% | -15.5% | -6.8% |
| 1Y | +61.0% | +44.2% | +16.7% | +54.1% |
| 3Y | +66.2% | +533.0% | -466.8% | +35.0% |
| 5Y | +11.4% | +443.0% | -431.6% | -8.6% |
| 10Y | +116.9% | +678.6% | -561.7% | +66.4% |
| All | +291.9% | +357.0% | -65.1% | +215.7% |
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 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