+655.3%
KGC vs AEIS
+531.1%
+124.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.1% | -0.2% | -3.6% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | +6.3% | -16.4% | +22.8% | +9.5% |
| 3M | +22.4% | -11.1% | +33.6% | +23.2% |
| 6M | -11.4% | -12.0% | +0.6% | -11.0% |
| YTD | +3.1% | +30.9% | -27.7% | -3.4% |
| 1Y | +26.6% | +74.3% | -47.7% | +13.1% |
| 3Y | +525.6% | +165.2% | +360.4% | +408.1% |
| 5Y | +451.7% | +220.0% | +231.6% | +328.1% |
| All | +655.3% | +531.1% | +124.2% | +471.0% |
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