+445.9%
KGC vs AJG
+74.4%
+371.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -5.6% | -8.3% | +2.6% | -4.5% |
| 30D | +6.1% | -5.7% | +11.8% | +7.0% |
| 3M | +17.3% | +9.1% | +8.3% | +15.6% |
| 6M | -10.3% | +15.2% | -25.5% | -12.7% |
| YTD | +3.9% | -6.3% | +10.1% | +5.5% |
| 1Y | +25.7% | -19.1% | +44.8% | +32.7% |
| 3Y | +526.0% | +8.2% | +517.7% | +495.7% |
| All | +445.9% | +74.4% | +371.5% | +365.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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