+346.4%
KGC vs AFL
+18,542.8%
-18,196.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.7% | -0.6% | -2.1% |
| 7D | +2.4% | -0.7% | +3.2% | +2.6% |
| 30D | +9.2% | -7.1% | +16.3% | +10.3% |
| 3M | +16.7% | +0.4% | +16.3% | +16.5% |
| 6M | -7.0% | +4.5% | -11.5% | -7.9% |
| YTD | +7.5% | +6.1% | +1.4% | +6.2% |
| 1Y | +34.4% | +10.6% | +23.8% | +31.8% |
| 3Y | +552.0% | +64.0% | +487.9% | +501.4% |
| 5Y | +454.5% | +133.7% | +320.8% | +385.4% |
| 10Y | +658.7% | +298.0% | +360.6% | +499.3% |
| All | +346.4% | +18,542.8% | -18,196.4% | +118.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling