+660.5%
KGC vs AFL
+303.3%
+357.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -5.6% | -1.6% | -4.0% | -5.4% |
| 30D | +6.1% | -4.0% | +10.2% | +6.7% |
| 3M | +17.3% | -0.5% | +17.8% | +17.2% |
| 6M | -10.3% | +6.5% | -16.8% | -11.5% |
| YTD | +3.9% | +6.2% | -2.3% | +2.3% |
| 1Y | +25.7% | +8.3% | +17.5% | +23.3% |
| 3Y | +526.0% | +62.5% | +463.4% | +471.9% |
| 5Y | +455.5% | +136.2% | +319.3% | +380.6% |
| All | +660.5% | +303.3% | +357.3% | +607.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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