+642.7%
BX vs KGC
+692.5%
-49.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.3% | +1.5% | -2.4% |
| 7D | -8.9% | -8.4% | -0.5% | -8.1% |
| 30D | -14.8% | +6.3% | -21.1% | -15.4% |
| 3M | +6.9% | +22.4% | -15.5% | +4.5% |
| 6M | +16.3% | -11.4% | +27.7% | +17.0% |
| YTD | -16.1% | +3.1% | -19.2% | -17.2% |
| 1Y | -26.8% | +26.6% | -53.4% | -29.5% |
| 3Y | +22.4% | +525.6% | -503.1% | -1.4% |
| 5Y | +16.0% | +451.7% | -435.6% | -7.7% |
| All | +642.7% | +692.5% | -49.8% | +496.3% |
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