+403.0%
AXP vs KGC
+635.9%
-232.9%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.4% |
| 7D | -2.1% | -4.1% | +1.9% | -1.9% |
| 30D | +2.7% | -11.6% | +14.3% | +3.2% |
| 3M | -7.3% | -24.5% | +17.3% | -6.1% |
| 6M | +1.8% | -34.6% | +36.3% | +3.6% |
| YTD | -13.1% | -26.2% | +13.1% | -12.3% |
| 1Y | -13.7% | -20.1% | +6.4% | -13.4% |
| 3Y | +113.1% | +312.4% | -199.3% | +93.4% |
| 5Y | +85.9% | +224.9% | -139.0% | +66.8% |
| All | +403.0% | +635.9% | -232.9% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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