+461.7%
KGC vs AIG
+53.4%
+408.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.2% |
| 30D | +10.5% | -3.3% | +13.8% | +11.2% |
| 3M | +19.8% | +2.2% | +17.6% | +19.1% |
| 6M | -6.7% | -2.1% | -4.6% | -6.5% |
| YTD | +7.8% | -11.2% | +19.0% | +9.9% |
| 1Y | +35.7% | -2.1% | +37.8% | +34.8% |
| 3Y | +553.7% | +34.4% | +519.3% | +498.7% |
| 5Y | +461.7% | +53.7% | +408.0% | +410.3% |
| All | +461.7% | +53.4% | +408.3% | +410.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling