+30.3%
BIL vs KGC
+185.6%
-155.3%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | 0.0% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +0.3% | +20.3% | -19.9% | +0.3% |
| 3M | +0.9% | +8.1% | -7.1% | +0.9% |
| 6M | +1.8% | -8.8% | +10.6% | +1.8% |
| YTD | +2.4% | +10.1% | -7.6% | +2.4% |
| 1Y | +3.7% | +44.2% | -40.5% | +3.7% |
| 3Y | +14.2% | +533.0% | -518.9% | +14.2% |
| 5Y | +19.4% | +443.0% | -423.6% | +19.5% |
| 10Y | +25.2% | +678.6% | -653.3% | +25.3% |
| All | +30.3% | +185.6% | -155.3% | +30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling