+9.0%
AG vs KGC
+249.9%
-240.9%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -5.8% | -0.1% | -0.1% |
| 7D | +6.0% | +8.0% | -2.1% | -1.8% |
| 30D | -13.5% | -9.3% | -4.2% | -4.8% |
| 3M | -20.7% | -21.3% | +0.6% | -0.5% |
| 6M | -31.5% | -31.5% | -0.1% | -0.2% |
| YTD | -10.1% | -23.2% | +13.1% | +19.7% |
| 1Y | +26.0% | -15.0% | +41.0% | +53.5% |
| 3Y | +228.9% | +328.7% | -99.8% | -16.4% |
| All | +9.0% | +249.9% | -240.9% | -70.1% |
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