+151.9%
KGC vs AEE
+879.2%
-727.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 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% | -27.3% |
| 1Y | -15.0% | +10.8% | -25.7% | -18.1% |
| 3Y | +327.5% | +62.8% | +264.7% | +261.5% |
| 5Y | +244.3% | +56.1% | +188.2% | +194.9% |
| 10Y | +634.8% | +216.4% | +418.3% | +396.0% |
| All | +151.9% | +879.2% | -727.4% | +76.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling