+1,132.3%
BE vs KGC
+464.0%
+668.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -2.3% | +9.6% | +8.4% |
| 7D | +20.0% | -1.3% | +21.3% | +20.6% |
| 30D | +7.9% | +20.3% | -12.4% | -2.4% |
| 3M | -13.2% | +8.1% | -21.3% | -17.3% |
| 6M | +53.5% | -8.8% | +62.2% | +57.0% |
| YTD | +191.0% | +10.1% | +181.0% | +172.0% |
| 1Y | +360.5% | +44.2% | +316.3% | +285.3% |
| 3Y | +1,568.0% | +533.0% | +1,035.0% | +561.1% |
| All | +1,132.3% | +464.0% | +668.4% | +391.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling