+416.0%
AAOI vs KGC
+698.0%
-282.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.8% |
| 7D | -0.2% | -5.6% | +5.5% | +1.4% |
| 30D | -23.7% | +6.1% | -29.8% | -25.2% |
| 3M | -39.0% | +17.3% | -56.4% | -41.7% |
| 6M | -17.0% | -10.3% | -6.8% | -15.1% |
| YTD | +202.2% | +3.9% | +198.4% | +196.6% |
| 1Y | +292.4% | +25.7% | +266.7% | +268.1% |
| 3Y | +804.4% | +526.0% | +278.4% | +479.7% |
| 5Y | +1,318.0% | +455.5% | +862.6% | +805.0% |
| All | +416.0% | +698.0% | -282.0% | +222.5% |
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 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