+9.1%
AON vs KGC
+435.7%
-426.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.1% |
| 7D | -5.9% | -8.4% | +2.5% | -5.7% |
| 30D | -13.7% | +6.3% | -20.0% | -13.8% |
| 3M | -8.3% | +22.4% | -30.7% | -8.9% |
| 6M | -3.6% | -11.4% | +7.8% | -3.3% |
| YTD | -12.4% | +3.1% | -15.5% | -13.2% |
| 1Y | -14.6% | +26.6% | -41.3% | -16.9% |
| 3Y | -5.7% | +525.6% | -531.3% | -20.8% |
| 5Y | +9.1% | +451.7% | -442.5% | -7.5% |
| All | +9.1% | +435.7% | -426.6% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling