+1,091.0%
BAC vs KGC
+238.3%
+852.7%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.7% | -0.5% | +2.2% |
| 7D | +2.0% | +11.1% | -9.2% | +1.8% |
| 30D | -6.9% | -3.7% | -3.2% | -6.9% |
| 3M | -19.6% | -17.2% | -2.4% | -19.4% |
| 6M | -0.5% | -27.3% | +26.8% | -0.1% |
| YTD | -6.6% | -18.5% | +11.9% | -6.5% |
| 1Y | -3.0% | -5.7% | +2.8% | -3.1% |
| 3Y | +97.3% | +336.5% | -239.2% | +92.4% |
| 5Y | +21.9% | +298.7% | -276.8% | +18.6% |
| 10Y | +251.7% | +538.5% | -286.9% | +238.9% |
| All | +1,091.0% | +238.3% | +852.7% | +1,181.4% |
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 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