+387.2%
BE vs KGC
+286.2%
+101.0%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.4% | +2.0% |
| 7D | -14.7% | +10.5% | -25.2% | -19.3% |
| 30D | -40.5% | -4.1% | -36.5% | -39.5% |
| 3M | -24.3% | -13.1% | -11.3% | -20.3% |
| 6M | -39.3% | -27.5% | -11.8% | -30.2% |
| YTD | +99.4% | -20.7% | +120.1% | +117.2% |
| 1Y | +26.6% | -6.1% | +32.6% | +28.6% |
| 3Y | +1,616.9% | +318.6% | +1,298.3% | +730.1% |
| All | +387.2% | +286.2% | +101.0% | +123.9% |
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