-65.1%
AAL vs KGC
+678.3%
-743.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -13.7% | +10.5% | -24.2% | -14.8% |
| 3M | -8.2% | +19.8% | -28.0% | -10.3% |
| 6M | +13.1% | -6.7% | +19.8% | +13.3% |
| YTD | -15.6% | +7.8% | -23.4% | -17.0% |
| 1Y | +1.4% | +35.7% | -34.3% | -2.9% |
| 3Y | -7.4% | +553.7% | -561.1% | -25.8% |
| 5Y | -35.9% | +461.7% | -497.6% | -48.9% |
| 10Y | -65.1% | +710.2% | -775.3% | -73.0% |
| All | -65.1% | +678.3% | -743.4% | -73.0% |
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