+790.5%
BKNG vs KGC
+487.4%
+303.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +0.3% | -4.1% | -3.8% |
| 7D | -13.1% | -0.1% | -13.0% | -13.1% |
| 30D | -18.5% | +10.5% | -29.0% | -18.7% |
| 3M | +5.8% | +19.8% | -14.0% | +5.2% |
| 6M | -2.1% | -6.7% | +4.6% | -2.1% |
| YTD | -18.6% | +7.8% | -26.4% | -19.0% |
| 1Y | -21.7% | +35.7% | -57.3% | -22.5% |
| 3Y | +40.9% | +553.7% | -512.8% | +34.0% |
| 5Y | +91.0% | +461.7% | -370.7% | +81.4% |
| 10Y | +213.2% | +710.2% | -497.0% | +195.2% |
| All | +790.5% | +487.4% | +303.1% | +1,101.0% |
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