+526.0%
KGC vs AUR
+84.2%
+441.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -5.6% | +1.4% | -7.1% | -5.8% |
| 30D | +6.1% | -6.4% | +12.6% | +6.8% |
| 3M | +17.3% | +7.7% | +9.6% | +15.9% |
| 6M | -10.3% | +44.5% | -54.8% | -14.2% |
| YTD | +3.9% | +67.4% | -63.6% | -2.1% |
| 1Y | +25.7% | +15.4% | +10.3% | +21.8% |
| 3Y | +526.0% | +94.8% | +431.1% | +443.7% |
| All | +526.0% | +84.2% | +441.7% | +443.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling