+526.0%
KGC vs AZO
+10.0%
+515.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -3.6% | -2.1% | -5.2% |
| 30D | +6.1% | -5.6% | +11.7% | +6.9% |
| 3M | +17.3% | -6.6% | +24.0% | +18.2% |
| 6M | -10.3% | -22.5% | +12.2% | -6.4% |
| YTD | +3.9% | -15.2% | +19.0% | +7.3% |
| 1Y | +25.7% | -33.9% | +59.7% | +34.6% |
| 3Y | +526.0% | +11.8% | +514.2% | +527.7% |
| All | +526.0% | +10.0% | +515.9% | +527.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling