+26.8%
BA vs KGC
+567.0%
-540.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.7% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -7.9% | -8.8% | +0.9% | -7.1% |
| 3M | -25.2% | -21.1% | -4.1% | -23.5% |
| 6M | -26.7% | -32.3% | +5.6% | -23.9% |
| YTD | -19.6% | -23.5% | +3.8% | -18.0% |
| 1Y | -10.6% | -15.0% | +4.4% | -10.0% |
| 3Y | -11.2% | +327.5% | -338.8% | -25.8% |
| 5Y | -20.4% | +244.3% | -264.7% | -33.9% |
| 10Y | +26.8% | +634.8% | -608.0% | +4.2% |
| All | +26.8% | +567.0% | -540.3% | +4.2% |
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 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