-31.8%
BAX vs KGC
+662.9%
-694.7%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | -0.6% | +0.2% | -0.8% | -0.6% |
| 30D | +6.3% | -8.8% | +15.1% | +6.9% |
| 3M | -4.6% | -21.1% | +16.5% | -3.2% |
| 6M | +50.4% | -32.3% | +82.7% | +53.8% |
| YTD | +38.0% | -23.5% | +61.5% | +39.9% |
| 1Y | +44.6% | -15.0% | +59.6% | +45.6% |
| 3Y | -15.1% | +327.5% | -342.7% | -23.9% |
| 5Y | -63.3% | +244.3% | -307.6% | -67.2% |
| All | -31.8% | +662.9% | -694.7% | -40.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling