+25.2%
BIL vs KGC
+678.3%
-653.1%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.3% | +10.5% | -10.2% | +0.3% |
| 3M | +0.9% | +19.8% | -18.9% | +0.9% |
| 6M | +1.8% | -6.7% | +8.5% | +1.8% |
| YTD | +2.5% | +7.8% | -5.3% | +2.5% |
| 1Y | +3.7% | +35.7% | -32.0% | +3.7% |
| 3Y | +14.1% | +553.7% | -539.6% | +14.1% |
| 5Y | +19.4% | +461.7% | -442.3% | +19.4% |
| 10Y | +25.2% | +710.2% | -685.0% | +25.2% |
| All | +25.2% | +678.3% | -653.1% | +25.2% |
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