+120.2%
BKR vs KGC
+698.0%
-577.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.7% |
| 7D | -7.0% | -5.6% | -1.4% | -6.3% |
| 30D | -8.1% | +6.1% | -14.3% | -9.0% |
| 3M | -6.6% | +17.3% | -24.0% | -9.1% |
| 6M | +0.9% | -10.3% | +11.1% | +1.4% |
| YTD | +31.1% | +3.9% | +27.2% | +28.7% |
| 1Y | +27.7% | +25.7% | +2.0% | +21.6% |
| 3Y | +71.2% | +526.0% | -454.7% | +27.9% |
| 5Y | +177.6% | +455.5% | -277.8% | +105.6% |
| All | +120.2% | +698.0% | -577.8% | +60.2% |
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