+209.9%
BKNG vs KGC
+692.5%
-482.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | -10.7% | -8.4% | -2.2% | -10.0% |
| 30D | -18.1% | +6.3% | -24.5% | -18.6% |
| 3M | +8.5% | +22.4% | -13.9% | +6.6% |
| 6M | -0.1% | -11.4% | +11.4% | +0.3% |
| YTD | -18.2% | +3.1% | -21.4% | -19.1% |
| 1Y | -19.9% | +26.6% | -46.5% | -22.4% |
| 3Y | +41.6% | +525.6% | -484.0% | +18.3% |
| 5Y | +93.1% | +451.7% | -358.5% | +59.6% |
| All | +209.9% | +692.5% | -482.6% | +157.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling