+552.0%
KGC vs AEIS
+173.5%
+378.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.1% | -2.9% |
| 7D | +2.4% | +8.1% | -5.7% | +0.8% |
| 30D | +9.2% | -11.1% | +20.4% | +11.5% |
| 3M | +16.7% | -5.6% | +22.4% | +15.7% |
| 6M | -7.0% | -0.6% | -6.4% | -9.1% |
| YTD | +7.5% | +38.0% | -30.5% | -1.6% |
| 1Y | +34.4% | +87.2% | -52.9% | +17.0% |
| 3Y | +552.0% | +179.7% | +372.3% | +392.3% |
| All | +552.0% | +173.5% | +378.4% | +392.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling