-14.7%
KGC vs AS
+5.4%
-20.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -4.9% |
| 7D | +8.0% | +4.5% | +3.5% | +6.0% |
| 30D | -9.3% | +13.2% | -22.5% | -14.1% |
| 3M | -21.3% | -11.9% | -9.4% | -16.8% |
| 6M | -31.5% | -11.6% | -19.9% | -28.1% |
| YTD | -23.2% | -14.7% | -8.5% | -20.4% |
| All | -14.7% | +5.4% | -20.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling