+568.9%
KGC vs AR
+52.4%
+516.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +4.3% | -7.5% | -3.5% |
| 7D | +8.0% | -5.8% | +13.8% | +8.4% |
| 30D | -9.3% | +4.8% | -14.1% | -9.7% |
| 3M | -21.3% | +1.5% | -22.8% | -21.6% |
| 6M | -31.5% | +4.7% | -36.2% | -32.0% |
| YTD | -23.2% | +9.2% | -32.4% | -24.4% |
| 1Y | -15.0% | +11.2% | -26.2% | -16.5% |
| 3Y | +328.7% | +46.2% | +282.5% | +308.1% |
| 5Y | +262.9% | +98.1% | +164.8% | +239.9% |
| 10Y | +568.9% | +54.5% | +514.3% | +564.0% |
| All | +568.9% | +52.4% | +516.5% | +564.0% |
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