+13.0%
AAL vs KGC
+317.1%
-304.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.1% | +1.5% |
| 7D | +4.6% | +10.5% | -5.9% | +3.0% |
| 30D | +2.6% | -4.1% | +6.6% | +3.0% |
| 3M | -17.8% | -13.1% | -4.7% | -16.6% |
| 6M | +1.9% | -27.5% | +29.4% | +5.4% |
| YTD | -14.0% | -20.7% | +6.7% | -12.2% |
| 1Y | +0.2% | -6.1% | +6.3% | +0.5% |
| 3Y | +13.0% | +318.6% | -305.6% | -3.2% |
| All | +13.0% | +317.1% | -304.1% | -3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling