-10.8%
BA vs KGC
+350.6%
-361.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.7% | -3.3% | -1.0% |
| 7D | -1.7% | +11.1% | -12.9% | -3.4% |
| 30D | -9.5% | -3.7% | -5.7% | -9.1% |
| 3M | -26.5% | -17.2% | -9.2% | -24.7% |
| 6M | -27.4% | -27.3% | -0.1% | -24.5% |
| YTD | -20.6% | -18.5% | -2.1% | -19.3% |
| 1Y | -11.4% | -5.7% | -5.7% | -12.0% |
| 3Y | -10.8% | +336.5% | -347.3% | -28.7% |
| All | -10.8% | +350.6% | -361.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling