+2,314.9%
AEP vs KGC
+206.6%
+2,108.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | -0.1% |
| 7D | +2.5% | -4.1% | +6.5% | +2.6% |
| 30D | +3.4% | -11.6% | +15.0% | +3.7% |
| 3M | +4.2% | -24.5% | +28.7% | +4.9% |
| 6M | -0.8% | -34.6% | +33.7% | +0.1% |
| YTD | +15.2% | -26.2% | +41.4% | +15.7% |
| 1Y | +8.3% | -20.1% | +28.4% | +8.5% |
| 3Y | +84.2% | +312.4% | -228.2% | +75.7% |
| 5Y | +87.8% | +224.9% | -137.1% | +79.4% |
| 10Y | +204.4% | +608.7% | -404.3% | +183.3% |
| All | +2,314.9% | +206.6% | +2,108.3% | +2,193.0% |
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