+65.6%
AEP vs KGC
+450.8%
-385.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.3% | +3.1% | +0.9% |
| 7D | +2.0% | +2.4% | -0.4% | +1.8% |
| 30D | +0.5% | +9.2% | -8.7% | -0.4% |
| 3M | -0.3% | +16.7% | -17.1% | -2.0% |
| 6M | -3.5% | -7.0% | +3.5% | -3.4% |
| YTD | +11.3% | +7.5% | +3.8% | +9.3% |
| 1Y | +20.2% | +34.4% | -14.1% | +14.9% |
| 3Y | +79.8% | +552.0% | -472.2% | +40.1% |
| 5Y | +65.6% | +454.5% | -389.0% | +26.7% |
| All | +65.6% | +450.8% | -385.2% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling