+641.7%
BE vs KGC
+550.7%
+91.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.4% | -2.3% |
| 7D | -13.4% | +8.0% | -21.4% | -15.9% |
| 30D | -33.9% | -9.3% | -24.6% | -31.7% |
| 3M | -12.0% | -21.3% | +9.3% | -4.9% |
| 6M | -29.0% | -31.5% | +2.5% | -19.7% |
| YTD | +113.4% | -23.2% | +136.6% | +131.6% |
| 1Y | +33.2% | -15.0% | +48.2% | +40.7% |
| 3Y | +1,659.2% | +328.7% | +1,330.5% | +1,027.9% |
| 5Y | +461.4% | +262.9% | +198.5% | +258.6% |
| All | +641.7% | +550.7% | +91.0% | +549.7% |
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