+34.4%
KGC vs BAH
-27.4%
+61.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.3% |
| 7D | +2.4% | -4.3% | +6.8% | +2.4% |
| 30D | +9.2% | -4.5% | +13.7% | +9.2% |
| 3M | +16.7% | -7.6% | +24.4% | +15.9% |
| 6M | -7.0% | -10.6% | +3.6% | -7.5% |
| YTD | +7.5% | -12.6% | +20.1% | +5.0% |
| 1Y | +34.4% | -27.0% | +61.3% | +35.8% |
| All | +34.4% | -27.4% | +61.8% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 1y: compounded portfolio wealth divided by compounded BAH 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…
1y analysis · Full analysis span regression · 6 months rolling