+95.6%
AXP vs KGC
+289.8%
-194.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +7.0% | -9.3% | +16.4% | +7.9% |
| 3M | -6.6% | -15.9% | +9.3% | -5.5% |
| 6M | +3.5% | -24.9% | +28.3% | +5.5% |
| YTD | -11.2% | -23.0% | +11.9% | -10.4% |
| 1Y | -10.2% | -9.9% | -0.2% | -11.0% |
| 3Y | +120.0% | +301.2% | -181.2% | +71.0% |
| 5Y | +95.6% | +278.5% | -183.0% | +50.2% |
| All | +95.6% | +289.8% | -194.3% | +50.2% |
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