+389.0%
KGC vs AR
-28.5%
+417.6%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.3% | -4.8% | -3.7% |
| 7D | -4.1% | +6.4% | -10.5% | -4.7% |
| 30D | -11.6% | +3.1% | -14.8% | -12.1% |
| 3M | -24.5% | +3.3% | -27.8% | -25.0% |
| 6M | -34.6% | +6.6% | -41.1% | -35.4% |
| YTD | -26.2% | +12.3% | -38.5% | -28.0% |
| 1Y | -20.1% | +12.3% | -32.5% | -22.1% |
| 3Y | +312.4% | +50.4% | +261.9% | +283.2% |
| 5Y | +224.9% | +101.0% | +123.9% | +189.9% |
| 10Y | +608.7% | +57.5% | +551.3% | +667.3% |
| All | +389.0% | -28.5% | +417.6% | +472.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling