-11.0%
BA vs KGC
-14.2%
+3.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.8% | +6.4% | +1.6% |
| 7D | 0.0% | +8.0% | -8.0% | -1.5% |
| 30D | -8.9% | -9.3% | +0.4% | -7.6% |
| 3M | -25.5% | -21.3% | -4.2% | -22.9% |
| 6M | -27.0% | -31.5% | +4.5% | -22.9% |
| YTD | -20.1% | -23.2% | +3.1% | -15.7% |
| 1Y | -11.0% | -15.0% | +4.0% | -5.4% |
| All | -11.0% | -14.2% | +3.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling