+230.3%
AG vs KGC
+330.4%
-100.0%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.8% | -0.1% | +0.1% |
| 7D | +6.0% | +8.0% | -2.1% | -2.1% |
| 30D | -13.5% | -9.3% | -4.2% | -4.4% |
| 3M | -20.7% | -21.3% | +0.6% | +0.2% |
| 6M | -31.5% | -31.5% | -0.1% | +1.2% |
| YTD | -10.1% | -23.2% | +13.1% | +20.4% |
| 1Y | +26.0% | -15.0% | +41.0% | +53.7% |
| All | +230.3% | +330.4% | -100.0% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling