+61.6%
AG vs KGC
+698.0%
-636.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.6% | -3.6% |
| 7D | -6.7% | -5.6% | -1.1% | -1.5% |
| 30D | +2.2% | +6.1% | -4.0% | -3.5% |
| 3M | +15.7% | +17.3% | -1.6% | 0.0% |
| 6M | -23.8% | -10.3% | -13.5% | -14.4% |
| YTD | +17.6% | +3.9% | +13.8% | +17.8% |
| 1Y | +88.6% | +25.7% | +62.9% | +59.4% |
| 3Y | +253.4% | +526.0% | -272.5% | -29.3% |
| 5Y | +62.4% | +455.5% | -393.0% | -64.2% |
| All | +61.6% | +698.0% | -636.4% | -74.7% |
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 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