-43.0%
AG vs KGC
-33.9%
-9.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.7% |
| 7D | -10.0% | -6.7% | -3.3% | -3.4% |
| 30D | -10.5% | -6.7% | -3.8% | -4.2% |
| 3M | -27.3% | -22.6% | -4.7% | -8.4% |
| 6M | -43.0% | -33.4% | -9.6% | -12.4% |
| All | -43.0% | -33.9% | -9.1% | -12.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling