+91.7%
AXP vs KGC
+296.2%
-204.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.8% |
| 7D | -1.1% | +11.1% | -12.3% | -2.2% |
| 30D | +5.2% | -3.7% | +9.0% | +5.5% |
| 3M | -4.6% | -17.2% | +12.6% | -3.2% |
| 6M | +3.2% | -27.3% | +30.5% | +5.6% |
| YTD | -11.3% | -18.5% | +7.2% | -11.1% |
| 1Y | -11.0% | -5.7% | -5.3% | -12.2% |
| 3Y | +120.2% | +336.5% | -216.3% | +69.5% |
| 5Y | +91.7% | +298.7% | -207.0% | +46.4% |
| All | +91.7% | +296.2% | -204.4% | +46.4% |
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