+14.1%
BIL vs KGC
+556.1%
-542.0%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | +2.4% | -2.4% | +0.1% |
| 30D | +0.3% | +9.2% | -8.9% | +0.3% |
| 3M | +0.9% | +16.7% | -15.8% | +0.9% |
| 6M | +1.8% | -7.0% | +8.8% | +1.8% |
| YTD | +2.5% | +7.5% | -5.0% | +2.5% |
| 1Y | +3.7% | +34.4% | -30.7% | +3.7% |
| 3Y | +14.1% | +552.0% | -537.9% | +14.0% |
| All | +14.1% | +556.1% | -542.0% | +14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling