-0.9%
BA vs KGC
+450.1%
-451.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.2% |
| 7D | +1.2% | -1.3% | +2.4% | +1.4% |
| 30D | -11.6% | +20.3% | -31.9% | -14.9% |
| 3M | -2.4% | +8.1% | -10.5% | -4.5% |
| 6M | -6.6% | -8.8% | +2.1% | -6.2% |
| YTD | -2.2% | +10.1% | -12.3% | -5.5% |
| 1Y | -8.0% | +44.2% | -52.2% | -16.1% |
| 3Y | -5.0% | +533.0% | -538.0% | -37.2% |
| All | -0.9% | +450.1% | -451.0% | -32.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling