+14.1%
AGG vs KGC
+698.0%
-683.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.1% |
| 7D | -1.1% | -5.6% | +4.6% | -0.9% |
| 30D | -1.1% | +6.1% | -7.3% | -1.4% |
| 3M | -1.9% | +17.3% | -19.3% | -2.5% |
| 6M | -1.7% | -10.3% | +8.6% | -1.6% |
| YTD | -1.3% | +3.9% | -5.2% | -1.7% |
| 1Y | -0.7% | +25.7% | -26.5% | -1.9% |
| 3Y | +12.5% | +526.0% | -513.5% | +5.1% |
| 5Y | -2.5% | +455.5% | -457.9% | -9.2% |
| All | +14.1% | +698.0% | -683.9% | +3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling