+86.1%
AXP vs KGC
+226.6%
-140.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.1% | -6.7% | +6.5% | +0.5% |
| 30D | +4.4% | -6.7% | +11.1% | +5.0% |
| 3M | -6.4% | -22.6% | +16.2% | -4.5% |
| 6M | +4.2% | -33.4% | +37.6% | +7.5% |
| YTD | -12.4% | -26.0% | +13.6% | -11.3% |
| 1Y | -11.1% | -18.3% | +7.2% | -11.0% |
| 3Y | +114.9% | +315.8% | -200.9% | +65.6% |
| All | +86.1% | +226.6% | -140.5% | +46.5% |
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