+655.3%
KGC vs AEE
+191.3%
+464.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.2% | -3.1% | -3.8% |
| 7D | -8.4% | -0.7% | -7.7% | -8.2% |
| 30D | +6.3% | -2.0% | +8.3% | +7.0% |
| 3M | +22.4% | -2.8% | +25.3% | +23.4% |
| 6M | -11.4% | -3.6% | -7.8% | -10.6% |
| YTD | +3.1% | +7.3% | -4.2% | -0.1% |
| 1Y | +26.6% | +8.7% | +17.9% | +21.9% |
| 3Y | +525.6% | +46.0% | +479.6% | +431.2% |
| 5Y | +451.7% | +39.8% | +411.9% | +376.2% |
| All | +655.3% | +191.3% | +464.0% | +297.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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