+23.3%
BA vs KGC
+637.7%
-614.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | -1.1% | -6.7% | +5.6% | -0.3% |
| 30D | -7.1% | -6.7% | -0.5% | -6.6% |
| 3M | -25.5% | -22.6% | -3.0% | -23.7% |
| 6M | -28.7% | -33.4% | +4.7% | -25.9% |
| YTD | -21.0% | -26.0% | +5.0% | -19.1% |
| 1Y | -11.9% | -18.3% | +6.4% | -10.8% |
| 3Y | -16.2% | +315.8% | -331.9% | -29.7% |
| 5Y | -22.4% | +225.7% | -248.1% | -35.2% |
| All | +23.3% | +637.7% | -614.4% | +1.8% |
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