-63.9%
BAX vs KGC
+286.2%
-350.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.5% | +0.2% |
| 7D | +12.1% | +10.5% | +1.6% | +10.9% |
| 30D | +7.6% | -4.1% | +11.6% | +7.9% |
| 3M | -4.5% | -13.1% | +8.6% | -3.5% |
| 6M | +52.0% | -27.5% | +79.6% | +56.0% |
| YTD | +35.1% | -20.7% | +55.9% | +37.3% |
| 1Y | +43.7% | -6.1% | +49.8% | +43.9% |
| 3Y | -20.9% | +318.6% | -339.5% | -34.6% |
| All | -63.9% | +286.2% | -350.1% | -70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling