+207.3%
KGC vs AIG
-14.1%
+221.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | -6.7% | +6.6% | -13.2% | -7.0% |
| 30D | -6.7% | +7.0% | -13.7% | -7.0% |
| 3M | -22.6% | +9.7% | -32.3% | -23.0% |
| 6M | -33.4% | +10.8% | -44.2% | -33.8% |
| YTD | -26.0% | -1.3% | -24.7% | -26.0% |
| 1Y | -18.3% | +8.4% | -26.7% | -18.8% |
| 3Y | +315.8% | +39.0% | +276.8% | +307.3% |
| 5Y | +225.7% | +59.6% | +166.1% | +216.1% |
| 10Y | +610.5% | +68.4% | +542.0% | +575.0% |
| All | +207.3% | -14.1% | +221.5% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling