+737.9%
BE vs KGC
+548.9%
+189.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.3% | +13.2% | +13.1% |
| 7D | +4.5% | +0.2% | +4.3% | +4.5% |
| 30D | -20.1% | -8.8% | -11.3% | -17.6% |
| 3M | -0.8% | -21.1% | +20.3% | +7.0% |
| 6M | -26.2% | -32.3% | +6.1% | -16.3% |
| YTD | +141.1% | -23.5% | +164.5% | +161.8% |
| 1Y | +64.8% | -15.0% | +79.8% | +74.1% |
| 3Y | +1,887.4% | +327.5% | +1,559.9% | +1,175.3% |
| 5Y | +518.1% | +244.3% | +273.8% | +298.8% |
| All | +737.9% | +548.9% | +189.0% | +634.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling