+549.6%
KGC vs AIG
+33.4%
+516.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.1% |
| 30D | +10.5% | -3.3% | +13.8% | +10.9% |
| 3M | +19.8% | +2.2% | +17.6% | +19.3% |
| 6M | -6.7% | -2.1% | -4.6% | -6.5% |
| YTD | +7.8% | -11.2% | +19.0% | +9.6% |
| 1Y | +35.7% | -2.1% | +37.8% | +34.6% |
| All | +549.6% | +33.4% | +516.2% | +486.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling