+327.9%
KGC vs AUR
-34.9%
+362.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.7% | -5.0% | -2.6% |
| 7D | +2.4% | +19.2% | -16.8% | +0.8% |
| 30D | +9.2% | -7.8% | +17.0% | +9.9% |
| 3M | +16.7% | +4.0% | +12.8% | +15.9% |
| 6M | -7.0% | +45.0% | -52.0% | -10.4% |
| YTD | +7.5% | +69.5% | -62.0% | +2.2% |
| 1Y | +34.4% | +13.0% | +21.3% | +31.3% |
| 3Y | +552.0% | +90.4% | +461.6% | +473.3% |
| 5Y | +454.5% | -34.2% | +488.7% | +349.6% |
| All | +327.9% | -34.9% | +362.8% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling