+205.1%
AEP vs KGC
+567.0%
-361.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +4.8% | -8.8% | +13.6% | +5.4% |
| 3M | +5.4% | -21.1% | +26.4% | +6.9% |
| 6M | +0.4% | -32.3% | +32.7% | +2.8% |
| YTD | +15.5% | -23.5% | +39.0% | +16.5% |
| 1Y | +8.5% | -15.0% | +23.5% | +8.4% |
| 3Y | +84.6% | +327.5% | -242.9% | +58.0% |
| 5Y | +86.9% | +244.3% | -157.4% | +60.1% |
| 10Y | +205.1% | +634.8% | -429.6% | +142.1% |
| All | +205.1% | +567.0% | -361.9% | +142.1% |
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