+668.0%
BE vs KGC
+527.4%
+140.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.2% | -5.0% |
| 7D | +10.8% | -6.7% | +17.5% | +13.6% |
| 30D | -19.8% | -6.7% | -13.1% | -18.0% |
| 3M | -18.7% | -22.6% | +3.9% | -11.7% |
| 6M | -33.7% | -33.4% | -0.3% | -24.3% |
| YTD | +121.0% | -26.0% | +146.9% | +142.9% |
| 1Y | +85.4% | -18.3% | +103.7% | +98.4% |
| 3Y | +1,709.5% | +315.8% | +1,393.7% | +1,073.2% |
| 5Y | +462.2% | +225.7% | +236.5% | +268.5% |
| All | +668.0% | +527.4% | +140.5% | +581.3% |
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