-33.9%
BAX vs KGC
+496.6%
-530.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.2% |
| 7D | +9.0% | +11.1% | -2.1% | +8.2% |
| 30D | +8.5% | -3.7% | +12.2% | +8.7% |
| 3M | -4.1% | -17.2% | +13.1% | -3.1% |
| 6M | +46.9% | -27.3% | +74.2% | +49.5% |
| YTD | +38.4% | -18.5% | +56.9% | +39.6% |
| 1Y | +47.0% | -5.7% | +52.7% | +47.0% |
| 3Y | -14.9% | +336.5% | -351.4% | -23.6% |
| 5Y | -62.5% | +298.7% | -361.2% | -66.7% |
| 10Y | -33.9% | +538.5% | -572.5% | -42.0% |
| All | -33.9% | +496.6% | -530.5% | -42.0% |
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