+282.7%
AG vs KGC
+548.3%
-265.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.8% |
| 7D | -0.1% | -0.1% | 0.0% | -0.2% |
| 30D | +12.5% | +10.5% | +2.0% | +0.9% |
| 3M | +28.2% | +19.8% | +8.4% | +5.8% |
| 6M | -18.8% | -6.7% | -12.2% | -12.2% |
| YTD | +27.4% | +7.8% | +19.6% | +21.2% |
| 1Y | +132.2% | +35.7% | +96.5% | +76.2% |
| All | +282.7% | +548.3% | -265.6% | -43.7% |
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 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