+25.7%
BIL vs KGC
+506.2%
-480.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | 0.0% |
| 7D | +0.1% | +8.0% | -8.0% | +0.1% |
| 30D | 0.0% | -9.3% | +9.3% | 0.0% |
| 3M | +0.6% | -21.3% | +21.9% | +0.6% |
| 6M | +1.5% | -31.5% | +33.0% | +1.5% |
| YTD | +2.8% | -23.2% | +26.0% | +2.8% |
| 1Y | +3.3% | -15.0% | +18.4% | +3.3% |
| 3Y | +13.4% | +328.7% | -315.3% | +13.4% |
| 5Y | +19.8% | +262.9% | -243.0% | +19.8% |
| 10Y | +25.7% | +568.9% | -543.2% | +25.6% |
| All | +25.7% | +506.2% | -480.6% | +25.6% |
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