+39.0%
KGC vs BAH
+1,084.3%
-1,045.3%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.9% |
| 7D | +8.0% | +0.5% | +7.6% | +7.9% |
| 30D | -9.3% | +18.2% | -27.5% | -11.3% |
| 3M | -21.3% | +13.1% | -34.4% | -22.7% |
| 6M | -31.5% | +15.2% | -46.7% | -33.1% |
| YTD | -23.2% | +6.0% | -29.2% | -24.8% |
| 1Y | -15.0% | +3.1% | -18.1% | -16.5% |
| 3Y | +328.7% | -26.2% | +354.9% | +332.9% |
| 5Y | +262.9% | +9.3% | +253.6% | +240.9% |
| 10Y | +568.9% | +212.3% | +356.6% | +421.9% |
| All | +39.0% | +1,084.3% | -1,045.3% | -31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling