+3,594.0%
AEM vs KGC
+357.0%
+3,237.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -0.5% | -1.3% | +0.8% | +0.1% |
| 30D | +24.0% | +20.3% | +3.7% | +14.4% |
| 3M | +16.1% | +8.1% | +8.0% | +12.6% |
| 6M | -11.6% | -8.8% | -2.9% | -7.1% |
| YTD | +21.5% | +10.1% | +11.5% | +17.8% |
| 1Y | +39.2% | +44.2% | -5.0% | +19.8% |
| 3Y | +347.4% | +533.0% | -185.6% | +99.7% |
| 5Y | +290.1% | +443.0% | -152.9% | +84.5% |
| 10Y | +357.8% | +678.6% | -320.8% | +74.2% |
| All | +3,594.0% | +357.0% | +3,237.0% | +1,551.4% |
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