-27.8%
AAL vs KGC
+393.0%
-420.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.4% |
| 7D | -3.7% | -1.3% | -2.5% | -3.7% |
| 30D | -20.8% | +20.3% | -41.1% | -21.9% |
| 3M | -1.3% | +8.1% | -9.4% | -2.0% |
| 6M | +5.4% | -8.8% | +14.1% | +5.7% |
| YTD | -14.4% | +10.1% | -24.4% | -15.3% |
| 1Y | +2.1% | +44.2% | -42.1% | -0.8% |
| 3Y | -10.6% | +533.0% | -543.6% | -21.2% |
| 5Y | -32.2% | +443.0% | -475.2% | -40.4% |
| 10Y | -62.7% | +678.6% | -741.3% | -68.3% |
| All | -27.8% | +393.0% | -420.8% | -48.5% |
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