+255.2%
AG vs KGC
+103.4%
+151.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.6% |
| 7D | -10.0% | -6.7% | -3.3% | -4.4% |
| 30D | -10.5% | -6.7% | -3.8% | -5.0% |
| 3M | -27.3% | -22.6% | -4.7% | -10.0% |
| 6M | -43.0% | -33.4% | -9.6% | -18.7% |
| YTD | -17.9% | -26.0% | +8.1% | +9.9% |
| 1Y | +11.9% | -18.3% | +30.2% | +39.1% |
| 3Y | +201.8% | +315.8% | -114.0% | -0.7% |
| 5Y | -0.1% | +225.7% | -225.8% | -59.8% |
| 10Y | +72.7% | +610.5% | -537.7% | -63.4% |
| All | +255.2% | +103.4% | +151.8% | +98.6% |
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