+30.8%
BX vs KGC
+556.1%
-525.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.3% |
| 7D | -2.0% | +2.4% | -4.4% | -2.3% |
| 30D | -2.3% | +9.2% | -11.5% | -3.6% |
| 3M | +18.5% | +16.7% | +1.8% | +15.6% |
| 6M | +23.7% | -7.0% | +30.7% | +23.6% |
| YTD | -10.4% | +7.5% | -17.8% | -12.6% |
| 1Y | -19.6% | +34.4% | -53.9% | -24.4% |
| 3Y | +30.8% | +552.0% | -521.2% | -13.4% |
| All | +30.8% | +556.1% | -525.3% | -13.4% |
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