-10.6%
BITO vs KGC
+412.4%
-423.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -5.6% | +2.2% | -2.1% |
| 30D | +21.4% | +6.1% | +15.3% | +19.8% |
| 3M | +20.5% | +17.3% | +3.2% | +15.8% |
| 6M | +7.4% | -10.3% | +17.7% | +9.1% |
| YTD | -13.9% | +3.9% | -17.7% | -16.1% |
| 1Y | -35.1% | +25.7% | -60.8% | -40.2% |
| 3Y | +156.8% | +526.0% | -369.1% | +44.2% |
| All | -10.6% | +412.4% | -423.0% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling