+6,606.2%
AXP vs KGC
+219.6%
+6,386.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.3% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +7.0% | -9.3% | +16.4% | +7.3% |
| 3M | -6.6% | -15.9% | +9.3% | -6.3% |
| 6M | +3.5% | -24.9% | +28.3% | +4.0% |
| YTD | -11.2% | -23.0% | +11.9% | -10.9% |
| 1Y | -10.2% | -9.9% | -0.2% | -10.2% |
| 3Y | +120.0% | +301.2% | -181.2% | +111.5% |
| 5Y | +95.6% | +278.5% | -183.0% | +87.4% |
| 10Y | +468.1% | +484.3% | -16.1% | +435.8% |
| All | +6,606.2% | +219.6% | +6,386.6% | +6,771.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling