-29.9%
BAX vs KGC
+562.0%
-591.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | -1.1% | -1.3% | +0.1% | -1.1% |
| 30D | -5.5% | +20.3% | -25.7% | -7.0% |
| 3M | +33.5% | +8.1% | +25.5% | +32.3% |
| 6M | +35.9% | -8.8% | +44.6% | +36.0% |
| YTD | +35.4% | +10.1% | +25.3% | +34.3% |
| 1Y | +9.8% | +44.2% | -34.5% | +7.8% |
| All | -29.9% | +562.0% | -591.9% | -39.3% |
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 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