+445.6%
AG vs KGC
+202.4%
+243.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | 0.0% |
| 7D | +1.0% | -1.3% | +2.3% | +2.1% |
| 30D | +19.2% | +20.3% | -1.1% | +1.8% |
| 3M | +6.2% | +8.1% | -1.9% | +0.5% |
| 6M | -26.7% | -8.8% | -17.9% | -19.0% |
| YTD | +26.1% | +10.1% | +16.1% | +21.2% |
| 1Y | +131.7% | +44.2% | +87.4% | +79.0% |
| 3Y | +255.3% | +533.0% | -277.7% | -17.9% |
| 5Y | +61.9% | +443.0% | -381.1% | -57.4% |
| 10Y | +72.0% | +678.6% | -606.5% | -66.8% |
| All | +445.6% | +202.4% | +243.2% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling