+660.5%
KGC vs AGI
+392.3%
+268.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.2% |
| 7D | -5.6% | -2.7% | -2.9% | -3.6% |
| 30D | +6.1% | +7.2% | -1.1% | +1.0% |
| 3M | +17.3% | +4.3% | +13.1% | +13.4% |
| 6M | -10.3% | -27.1% | +16.8% | +13.9% |
| YTD | +3.9% | -6.6% | +10.5% | +8.3% |
| 1Y | +25.7% | +9.5% | +16.2% | +16.7% |
| 3Y | +526.0% | +208.4% | +317.5% | +172.8% |
| 5Y | +455.5% | +401.6% | +53.8% | +72.6% |
| All | +660.5% | +392.3% | +268.2% | +135.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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