+98.1%
AGG vs KGC
+380.2%
-282.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | -0.4% | +9.2% | -9.6% | -0.5% |
| 3M | -0.3% | +16.7% | -17.0% | -0.6% |
| 6M | -1.2% | -7.0% | +5.8% | -1.2% |
| YTD | -0.4% | +7.5% | -7.8% | -0.6% |
| 1Y | +0.4% | +34.4% | -34.0% | -0.3% |
| 3Y | +13.4% | +552.0% | -538.5% | +9.6% |
| 5Y | -1.4% | +454.5% | -456.0% | -4.8% |
| 10Y | +14.8% | +658.7% | -643.8% | +9.7% |
| All | +98.1% | +380.2% | -282.1% | +84.3% |
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