+30.7%
BIL vs KGC
+105.8%
-75.1%
-0.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | 0.0% |
| 7D | -0.3% | +10.5% | -10.7% | -0.3% |
| 30D | 0.0% | -4.1% | +4.1% | 0.0% |
| 3M | +0.6% | -13.1% | +13.7% | +0.6% |
| 6M | +1.5% | -27.5% | +29.1% | +1.5% |
| YTD | +2.8% | -20.7% | +23.5% | +2.7% |
| 1Y | +3.3% | -6.1% | +9.4% | +3.3% |
| 3Y | +13.5% | +318.6% | -305.1% | +13.5% |
| 5Y | +19.8% | +289.9% | -270.2% | +19.8% |
| 10Y | +25.6% | +501.8% | -476.3% | +25.6% |
| All | +30.7% | +105.8% | -75.1% | +30.8% |
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