+26.6%
BA vs KGC
+506.2%
-479.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +1.2% |
| 7D | 0.0% | +8.0% | -8.0% | -0.9% |
| 30D | -8.9% | -9.3% | +0.4% | -8.1% |
| 3M | -25.5% | -21.3% | -4.2% | -23.8% |
| 6M | -27.0% | -31.5% | +4.5% | -24.3% |
| YTD | -20.1% | -23.2% | +3.1% | -18.6% |
| 1Y | -11.0% | -15.0% | +4.0% | -10.4% |
| 3Y | -11.8% | +328.7% | -340.5% | -26.2% |
| 5Y | -20.6% | +262.9% | -283.5% | -34.2% |
| 10Y | +26.6% | +568.9% | -542.3% | +4.0% |
| All | +26.6% | +506.2% | -479.6% | +4.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling