+355.1%
AEM vs KGC
+698.0%
-342.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.4% |
| 7D | -2.1% | -5.6% | +3.5% | +1.6% |
| 30D | +8.4% | +6.1% | +2.3% | +4.6% |
| 3M | +27.3% | +17.3% | +10.0% | +15.2% |
| 6M | -9.7% | -10.3% | +0.6% | -3.0% |
| YTD | +19.0% | +3.9% | +15.1% | +16.7% |
| 1Y | +31.5% | +25.7% | +5.7% | +14.3% |
| 3Y | +338.7% | +526.0% | -187.3% | +40.2% |
| 5Y | +307.4% | +455.5% | -148.0% | +35.3% |
| All | +355.1% | +698.0% | -342.9% | +12.1% |
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