+72.8%
AG vs KGC
+454.1%
-381.3%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.4% |
| 3M | +28.2% | +19.8% | +8.4% | +7.0% |
| 6M | -18.8% | -6.7% | -12.2% | -12.2% |
| YTD | +27.4% | +7.8% | +19.6% | +22.1% |
| 1Y | +132.2% | +35.7% | +96.5% | +79.1% |
| 3Y | +286.9% | +553.7% | -266.8% | -34.2% |
| 5Y | +72.8% | +461.7% | -388.9% | -68.2% |
| All | +72.8% | +454.1% | -381.3% | -68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling