-15.0%
KGC vs AS
+2.8%
-17.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | +0.8% |
| 7D | +0.2% | -3.0% | +3.3% | +1.7% |
| 30D | -8.8% | +9.6% | -18.4% | -12.4% |
| 3M | -21.1% | -8.2% | -12.9% | -18.2% |
| 6M | -32.3% | -9.9% | -22.4% | -29.7% |
| YTD | -23.5% | -16.8% | -6.7% | -19.8% |
| 1Y | -15.0% | +3.0% | -18.0% | -18.5% |
| All | -15.0% | +2.8% | -17.7% | -18.5% |
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