+587.2%
KGC vs AEE
+222.5%
+364.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -6.7% | +1.7% | -8.4% | -7.2% |
| 30D | -6.7% | +9.7% | -16.4% | -9.8% |
| 3M | -22.6% | +5.9% | -28.5% | -24.2% |
| 6M | -33.4% | +6.7% | -40.1% | -35.2% |
| YTD | -26.0% | +17.4% | -43.3% | -30.5% |
| 1Y | -18.3% | +12.7% | -31.0% | -22.2% |
| 3Y | +315.8% | +68.2% | +247.6% | +237.8% |
| 5Y | +225.7% | +57.3% | +168.4% | +171.8% |
| All | +587.2% | +222.5% | +364.7% | +290.8% |
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