+33.4%
AG vs KGC
-5.3%
+38.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +7.5% | +1.7% | +1.2% |
| 7D | -2.6% | -6.8% | +4.2% | +4.7% |
| 30D | -12.1% | -9.2% | -2.9% | -2.7% |
| 3M | -6.6% | -9.1% | +2.5% | -0.1% |
| 6M | -20.5% | -25.7% | +5.2% | +8.7% |
| YTD | -7.4% | -23.6% | +16.2% | +27.7% |
| 1Y | +33.4% | -4.3% | +37.7% | +56.5% |
| All | +33.4% | -5.3% | +38.7% | +56.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling