+318.6%
KGC vs BAH
-26.3%
+344.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -4.4% | +7.5% | +3.1% |
| 7D | +10.5% | -3.5% | +14.0% | +10.6% |
| 30D | -4.1% | +24.3% | -28.3% | -4.9% |
| 3M | -13.1% | +16.3% | -29.4% | -13.6% |
| 6M | -27.5% | +13.6% | -41.1% | -28.1% |
| YTD | -20.7% | +3.5% | -24.2% | -21.5% |
| 1Y | -6.1% | +2.7% | -8.8% | -6.9% |
| 3Y | +318.6% | -26.6% | +345.2% | +309.3% |
| All | +318.6% | -26.3% | +344.9% | +309.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling