-9.4%
BITO vs KGC
+431.7%
-441.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.5% | -0.4% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +21.8% | +10.5% | +11.3% | +19.0% |
| 3M | +25.0% | +19.8% | +5.2% | +19.4% |
| 6M | +11.3% | -6.7% | +18.0% | +12.1% |
| YTD | -12.7% | +7.8% | -20.5% | -15.8% |
| 1Y | -32.3% | +35.7% | -68.0% | -38.8% |
| 3Y | +150.3% | +553.7% | -403.4% | +39.0% |
| All | -9.4% | +431.7% | -441.1% | -50.5% |
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