+3.6%
AON vs KGC
+315.0%
-311.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.2% | +1.5% |
| 7D | +1.0% | -6.7% | +7.7% | +1.0% |
| 30D | +23.2% | -6.7% | +29.8% | +23.0% |
| 3M | -5.0% | -22.6% | +17.6% | -5.4% |
| 6M | +9.3% | -33.4% | +42.8% | +8.8% |
| YTD | -3.4% | -26.0% | +22.6% | -4.4% |
| 1Y | -2.9% | -18.3% | +15.4% | -4.1% |
| 3Y | +3.6% | +315.8% | -312.1% | -1.2% |
| All | +3.6% | +315.0% | -311.3% | -1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling