+117.0%
AXP vs KGC
+450.1%
-333.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.9% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | -6.5% | +20.3% | -26.8% | -8.3% |
| 3M | +4.6% | +8.1% | -3.4% | +3.5% |
| 6M | +5.4% | -8.8% | +14.2% | +5.6% |
| YTD | -11.1% | +10.1% | -21.2% | -13.1% |
| 1Y | -0.3% | +44.2% | -44.5% | -6.0% |
| 3Y | +111.6% | +533.0% | -421.5% | +59.0% |
| All | +117.0% | +450.1% | -333.1% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling