+1,462.0%
BA vs KGC
+219.6%
+1,242.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.6% |
| 7D | -0.1% | 0.0% | 0.0% | -0.1% |
| 30D | -9.1% | -9.3% | +0.2% | -8.9% |
| 3M | -28.2% | -15.9% | -12.3% | -28.0% |
| 6M | -23.1% | -24.9% | +1.7% | -22.7% |
| YTD | -20.6% | -23.0% | +2.5% | -20.2% |
| 1Y | -12.7% | -9.9% | -2.8% | -12.6% |
| 3Y | -11.6% | +301.2% | -312.8% | -14.2% |
| 5Y | -23.1% | +278.5% | -301.7% | -25.6% |
| 10Y | +34.4% | +484.3% | -449.9% | +29.1% |
| All | +1,462.0% | +219.6% | +1,242.4% | +1,611.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling