+660.5%
KGC vs AZO
+296.8%
+363.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -3.6% | -2.1% | -5.1% |
| 30D | +6.1% | -5.6% | +11.7% | +7.1% |
| 3M | +17.3% | -6.6% | +24.0% | +18.3% |
| 6M | -10.3% | -22.5% | +12.2% | -6.6% |
| YTD | +3.9% | -15.2% | +19.0% | +6.5% |
| 1Y | +25.7% | -33.9% | +59.7% | +34.4% |
| 3Y | +526.0% | +11.8% | +514.2% | +506.2% |
| 5Y | +455.5% | +85.5% | +369.9% | +390.9% |
| All | +660.5% | +296.8% | +363.7% | +502.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 10y: compounded portfolio wealth divided by compounded AZO 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…
10y analysis · Full analysis span regression · 6 months rolling