+851.5%
BX vs KGC
+88.8%
+762.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +0.6% | -6.7% | +7.2% | +1.5% |
| 30D | +14.2% | -6.7% | +20.9% | +15.1% |
| 3M | -18.7% | -22.6% | +3.8% | -16.3% |
| 6M | +2.5% | -33.4% | +35.9% | +7.4% |
| YTD | -18.8% | -26.0% | +7.2% | -16.8% |
| 1Y | -10.3% | -18.3% | +8.0% | -9.4% |
| 3Y | +35.4% | +315.8% | -280.4% | +8.1% |
| 5Y | +0.3% | +225.7% | -225.4% | -19.1% |
| 10Y | +668.4% | +610.5% | +57.9% | +423.5% |
| All | +851.5% | +88.8% | +762.8% | +496.0% |
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