-13.7%
AXP vs KGC
-18.5%
+4.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +2.0% | -1.3% |
| 7D | -2.1% | -4.1% | +1.9% | -1.8% |
| 30D | +2.7% | -11.6% | +14.3% | +3.4% |
| 3M | -7.3% | -24.5% | +17.3% | -5.8% |
| 6M | +1.8% | -34.6% | +36.3% | +3.5% |
| YTD | -13.1% | -26.2% | +13.1% | -15.7% |
| 1Y | -13.7% | -20.1% | +6.4% | -18.3% |
| All | -13.7% | -18.5% | +4.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling