+967.7%
BX vs KGC
+180.7%
+787.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -4.4% | -1.3% | -3.1% | -4.2% |
| 30D | +0.1% | +20.3% | -20.2% | -2.4% |
| 3M | +16.0% | +8.1% | +7.9% | +14.5% |
| 6M | +21.6% | -8.8% | +30.4% | +22.2% |
| YTD | -8.9% | +10.1% | -19.0% | -11.1% |
| 1Y | -16.6% | +44.2% | -60.8% | -21.9% |
| 3Y | +43.3% | +533.0% | -489.7% | +8.5% |
| 5Y | +25.7% | +443.0% | -417.3% | -4.9% |
| 10Y | +689.5% | +678.6% | +10.9% | +431.8% |
| All | +967.7% | +180.7% | +787.0% | +536.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling