+262.9%
KGC vs AEIS
+145.7%
+117.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.1% | -6.9% | -6.0% |
| 7D | +8.0% | -6.9% | +14.9% | +9.0% |
| 30D | -9.3% | -23.2% | +13.9% | -4.8% |
| 3M | -21.3% | -29.5% | +8.2% | -16.4% |
| 6M | -31.5% | -37.9% | +6.4% | -26.2% |
| YTD | -23.2% | +6.0% | -29.2% | -27.3% |
| 1Y | -15.0% | +1.2% | -16.3% | -18.8% |
| 3Y | +328.7% | +150.0% | +178.8% | +223.8% |
| 5Y | +262.9% | +141.9% | +121.0% | +170.4% |
| All | +262.9% | +145.7% | +117.2% | +170.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling