-19.0%
BAX vs KGC
+315.0%
-334.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | 0.0% | +0.2% |
| 7D | +0.1% | -6.7% | +6.7% | +0.8% |
| 30D | +4.1% | -6.7% | +10.7% | +4.7% |
| 3M | -4.5% | -22.6% | +18.0% | -2.6% |
| 6M | +49.2% | -33.4% | +82.7% | +54.3% |
| YTD | +35.2% | -26.0% | +61.2% | +38.7% |
| 1Y | +38.3% | -18.3% | +56.6% | +41.2% |
| 3Y | -19.0% | +315.8% | -334.8% | -35.8% |
| All | -19.0% | +315.0% | -334.0% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling