+71.4%
BAC vs KGC
+450.1%
-378.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.2% |
| 7D | +1.1% | -1.3% | +2.4% | +1.2% |
| 30D | -0.4% | +20.3% | -20.7% | -2.4% |
| 3M | +16.9% | +8.1% | +8.8% | +15.5% |
| 6M | +26.6% | -8.8% | +35.4% | +26.9% |
| YTD | +15.8% | +10.1% | +5.7% | +13.2% |
| 1Y | +27.2% | +44.2% | -17.1% | +20.1% |
| 3Y | +132.4% | +533.0% | -400.6% | +76.3% |
| All | +71.4% | +450.1% | -378.7% | +27.9% |
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