+451.7%
KGC vs AUR
-36.2%
+487.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.6% | -1.7% | -4.1% |
| 7D | -8.4% | +0.2% | -8.6% | -8.4% |
| 30D | +6.3% | -8.9% | +15.3% | +7.1% |
| 3M | +22.4% | +4.6% | +17.8% | +21.5% |
| 6M | -11.4% | +44.9% | -56.3% | -14.6% |
| YTD | +3.1% | +64.8% | -61.7% | -1.6% |
| 1Y | +26.6% | +16.4% | +10.3% | +23.6% |
| 3Y | +525.6% | +85.1% | +440.5% | +451.5% |
| 5Y | +451.7% | -36.1% | +487.8% | +362.1% |
| All | +451.7% | -36.2% | +487.8% | +362.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling