+235.3%
AON vs KGC
+637.7%
-402.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +1.0% | -6.7% | +7.7% | +1.3% |
| 30D | +23.2% | -6.7% | +29.8% | +23.4% |
| 3M | -5.0% | -22.6% | +17.6% | -4.3% |
| 6M | +9.3% | -33.4% | +42.8% | +10.7% |
| YTD | -3.4% | -26.0% | +22.6% | -3.2% |
| 1Y | -2.9% | -18.3% | +15.4% | -3.2% |
| 3Y | +3.6% | +315.8% | -312.1% | -6.6% |
| 5Y | +16.9% | +225.7% | -208.8% | +5.2% |
| All | +235.3% | +637.7% | -402.4% | +201.5% |
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