+275.1%
BLK vs KGC
+698.0%
-422.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.6% |
| 7D | -3.3% | -5.6% | +2.3% | -2.7% |
| 30D | -6.5% | +6.1% | -12.7% | -7.2% |
| 3M | +6.7% | +17.3% | -10.6% | +4.7% |
| 6M | +14.7% | -10.3% | +25.0% | +15.3% |
| YTD | +2.5% | +3.9% | -1.3% | +1.2% |
| 1Y | -2.8% | +25.7% | -28.5% | -6.1% |
| 3Y | +65.9% | +526.0% | -460.1% | +35.1% |
| 5Y | +33.0% | +455.5% | -422.5% | +7.4% |
| All | +275.1% | +698.0% | -422.9% | +208.3% |
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