+977.1%
BE vs KGC
+813.7%
+163.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -3.0% |
| 7D | +23.9% | -0.1% | +24.0% | +23.9% |
| 30D | +27.8% | +10.5% | +17.4% | +22.9% |
| 3M | +3.7% | +19.8% | -16.1% | -3.3% |
| 6M | +78.0% | -6.7% | +84.6% | +79.6% |
| YTD | +209.9% | +7.8% | +202.1% | +199.2% |
| 1Y | +389.6% | +35.7% | +353.9% | +344.2% |
| 3Y | +1,730.6% | +553.7% | +1,176.9% | +920.3% |
| 5Y | +1,227.8% | +461.7% | +766.1% | +641.0% |
| All | +977.1% | +813.7% | +163.5% | +739.4% |
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