+27.7%
BKR vs KGC
+28.2%
-0.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.6% |
| 7D | -7.0% | -5.6% | -1.4% | -6.4% |
| 30D | -8.1% | +6.1% | -14.3% | -8.9% |
| 3M | -6.6% | +17.3% | -24.0% | -8.7% |
| 6M | +0.9% | -10.3% | +11.1% | +1.7% |
| YTD | +31.1% | +3.9% | +27.2% | +29.7% |
| 1Y | +27.7% | +25.7% | +2.0% | +24.4% |
| All | +27.7% | +28.2% | -0.5% | +24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling