+634.8%
KGC vs AR
+58.9%
+575.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | +0.2% | +2.1% | -1.9% | +0.1% |
| 30D | -8.8% | +4.5% | -13.3% | -9.2% |
| 3M | -21.1% | +1.0% | -22.1% | -21.3% |
| 6M | -32.3% | +4.4% | -36.7% | -32.8% |
| YTD | -23.5% | +10.9% | -34.3% | -24.7% |
| 1Y | -15.0% | +8.6% | -23.5% | -16.3% |
| 3Y | +327.5% | +48.5% | +279.0% | +306.5% |
| 5Y | +244.3% | +95.7% | +148.5% | +222.4% |
| 10Y | +634.8% | +55.5% | +579.3% | +652.4% |
| All | +634.8% | +58.9% | +575.8% | +652.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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