+330.0%
KGC vs AEE
+62.8%
+267.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -8.8% | +9.7% | -18.6% | -11.5% |
| 3M | -21.1% | +5.8% | -26.9% | -22.6% |
| 6M | -32.3% | +4.5% | -36.8% | -33.5% |
| YTD | -23.5% | +15.8% | -39.3% | -27.5% |
| 1Y | -15.0% | +10.8% | -25.7% | -18.2% |
| All | +330.0% | +62.8% | +267.2% | +222.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling