+89.6%
AXP vs KGC
+286.2%
-196.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.0% | -4.2% | -1.5% |
| 7D | +0.6% | +10.5% | -9.9% | -0.4% |
| 30D | +5.8% | -4.1% | +9.9% | +6.1% |
| 3M | -6.0% | -13.1% | +7.1% | -5.2% |
| 6M | +0.3% | -27.5% | +27.8% | +2.7% |
| YTD | -12.3% | -20.7% | +8.5% | -11.8% |
| 1Y | -11.2% | -6.1% | -5.2% | -12.4% |
| 3Y | +117.0% | +318.6% | -201.6% | +67.9% |
| All | +89.6% | +286.2% | -196.6% | +45.4% |
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