+18.8%
BX vs KGC
+454.1%
-435.3%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -3.9% | -3.7% |
| 7D | -5.7% | -0.1% | -5.6% | -5.7% |
| 30D | -8.9% | +10.5% | -19.4% | -10.7% |
| 3M | +8.4% | +19.8% | -11.4% | +4.4% |
| 6M | +18.9% | -6.7% | +25.6% | +19.1% |
| YTD | -13.6% | +7.8% | -21.4% | -16.6% |
| 1Y | -22.4% | +35.7% | -58.1% | -29.2% |
| 3Y | +26.0% | +553.7% | -527.7% | -24.4% |
| 5Y | +18.8% | +461.7% | -442.9% | -30.9% |
| All | +18.8% | +454.1% | -435.3% | -30.9% |
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