+222.0%
KGC vs AFL
+149.6%
+72.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.6% | 0.0% |
| 7D | -6.7% | +2.9% | -9.5% | -7.3% |
| 30D | -6.7% | +8.0% | -14.6% | -8.4% |
| 3M | -22.6% | +5.9% | -28.5% | -23.8% |
| 6M | -33.4% | +11.6% | -45.1% | -35.6% |
| YTD | -26.0% | +17.5% | -43.5% | -29.9% |
| 1Y | -18.3% | +13.3% | -31.6% | -21.7% |
| 3Y | +315.8% | +67.0% | +248.8% | +240.1% |
| All | +222.0% | +149.6% | +72.4% | +120.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling