+689.3%
KGC vs AIG
+65.5%
+623.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.1% | -1.4% | +1.3% | 0.0% |
| 30D | +10.5% | -3.3% | +13.8% | +10.8% |
| 3M | +19.8% | +2.2% | +17.6% | +19.5% |
| 6M | -6.7% | -2.1% | -4.6% | -6.6% |
| YTD | +7.8% | -11.2% | +19.0% | +8.8% |
| 1Y | +35.7% | -2.1% | +37.8% | +35.4% |
| 3Y | +553.7% | +34.4% | +519.3% | +532.3% |
| 5Y | +461.7% | +53.7% | +408.0% | +437.0% |
| All | +689.3% | +65.5% | +623.8% | +546.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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