+284.2%
KGC vs AS
+137.8%
+146.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.8% | -3.9% | -5.5% |
| 7D | +8.0% | +4.5% | +3.5% | +7.3% |
| 30D | -9.3% | +13.2% | -22.5% | -11.1% |
| 3M | -21.3% | -11.9% | -9.4% | -19.9% |
| 6M | -31.5% | -11.6% | -19.9% | -30.4% |
| YTD | -23.2% | -14.7% | -8.5% | -22.0% |
| 1Y | -15.0% | +5.7% | -20.7% | -15.1% |
| All | +284.2% | +137.8% | +146.5% | +252.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling