+1,064.4%
BAC vs KGC
+229.2%
+835.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.0% | -3.7% | -0.7% |
| 7D | -1.2% | +10.5% | -11.7% | -1.3% |
| 30D | -7.7% | -4.1% | -3.6% | -7.6% |
| 3M | -21.2% | -13.1% | -8.1% | -21.0% |
| 6M | -6.8% | -27.5% | +20.7% | -6.5% |
| YTD | -8.7% | -20.7% | +12.0% | -8.6% |
| 1Y | -5.3% | -6.1% | +0.8% | -5.4% |
| 3Y | +87.4% | +318.6% | -231.2% | +82.9% |
| 5Y | +18.9% | +289.9% | -271.0% | +15.8% |
| 10Y | +273.3% | +501.8% | -228.5% | +260.1% |
| All | +1,064.4% | +229.2% | +835.1% | +1,153.3% |
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