+117.0%
AXP vs KGC
+317.1%
-200.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.4% |
| 7D | +0.6% | +10.5% | -9.9% | 0.0% |
| 30D | +5.8% | -4.1% | +9.9% | +6.0% |
| 3M | -6.0% | -13.1% | +7.1% | -5.6% |
| 6M | +0.3% | -27.5% | +27.8% | +1.4% |
| YTD | -12.3% | -20.7% | +8.5% | -12.0% |
| 1Y | -11.2% | -6.1% | -5.2% | -11.7% |
| 3Y | +117.0% | +318.6% | -201.6% | +82.6% |
| All | +117.0% | +317.1% | -200.1% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling