+236.8%
KGC vs JAAA
+27.5%
+209.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | -8.8% | +0.4% | -9.2% | -9.4% |
| 3M | -21.1% | +1.2% | -22.3% | -22.5% |
| 6M | -32.3% | +2.3% | -34.7% | -34.7% |
| YTD | -23.5% | +4.0% | -27.4% | -27.7% |
| 1Y | -15.0% | +4.8% | -19.8% | -20.5% |
| 3Y | +327.5% | +18.5% | +309.0% | +237.6% |
| All | +236.8% | +27.5% | +209.4% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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