+566.3%
BKR vs KGC
+347.5%
+218.7%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -1.5% | -0.1% | -1.4% | -1.5% |
| 30D | -0.7% | +10.5% | -11.1% | -1.7% |
| 3M | +0.5% | +19.8% | -19.3% | -1.6% |
| 6M | +6.6% | -6.7% | +13.3% | +6.6% |
| YTD | +41.3% | +7.8% | +33.5% | +39.0% |
| 1Y | +42.2% | +35.7% | +6.5% | +36.5% |
| 3Y | +83.4% | +553.7% | -470.2% | +50.2% |
| 5Y | +203.6% | +461.7% | -258.1% | +149.0% |
| 10Y | +139.9% | +710.2% | -570.2% | +82.8% |
| All | +566.3% | +347.5% | +218.7% | +403.6% |
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