+3,119.8%
AEM vs KGC
+207.3%
+2,912.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.1% |
| 7D | -6.8% | -6.7% | -0.2% | -3.8% |
| 30D | +0.8% | -6.7% | +7.5% | +4.4% |
| 3M | -0.8% | -22.6% | +21.7% | +11.6% |
| 6M | -8.5% | -33.4% | +24.9% | +10.6% |
| YTD | +5.9% | -26.0% | +31.9% | +22.9% |
| 1Y | +6.6% | -18.3% | +24.9% | +18.4% |
| 3Y | +302.2% | +315.8% | -13.6% | +117.1% |
| 5Y | +250.8% | +225.7% | +25.1% | +108.7% |
| 10Y | +406.1% | +610.5% | -204.4% | +102.6% |
| All | +3,119.8% | +207.3% | +2,912.5% | +1,622.5% |
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