-4.3%
KGC vs AUR
-17.4%
+13.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -4.4% | +11.9% | +8.7% |
| 7D | -6.8% | -19.8% | +13.1% | -1.0% |
| 30D | -9.2% | -29.0% | +19.9% | -0.5% |
| 3M | -9.1% | -43.6% | +34.5% | +4.9% |
| 6M | -25.7% | -36.6% | +11.0% | -17.7% |
| YTD | -23.6% | +6.3% | -29.9% | -28.2% |
| 1Y | -4.3% | -9.0% | +4.7% | -7.4% |
| All | -4.3% | -17.4% | +13.1% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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