+587.2%
KGC vs AEIS
+332.3%
+254.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.0% | +4.2% | +1.0% |
| 7D | -6.7% | +11.5% | -18.2% | -8.6% |
| 30D | -6.7% | -15.8% | +9.1% | -4.6% |
| 3M | -22.6% | -33.3% | +10.7% | -17.7% |
| 6M | -33.4% | -35.2% | +1.8% | -29.8% |
| YTD | -26.0% | +5.0% | -31.0% | -28.7% |
| 1Y | -18.3% | +8.5% | -26.8% | -21.8% |
| 3Y | +315.8% | +152.9% | +162.9% | +236.4% |
| 5Y | +225.7% | +144.6% | +81.1% | +160.2% |
| All | +587.2% | +332.3% | +254.9% | +374.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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