+33.0%
BLK vs KGC
+453.5%
-420.5%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.5% |
| 7D | -3.3% | -5.6% | +2.3% | -2.4% |
| 30D | -6.5% | +6.1% | -12.7% | -7.6% |
| 3M | +6.7% | +17.3% | -10.6% | +3.6% |
| 6M | +14.7% | -10.3% | +25.0% | +15.6% |
| YTD | +2.5% | +3.9% | -1.3% | +0.1% |
| 1Y | -2.8% | +25.7% | -28.5% | -8.5% |
| 3Y | +65.9% | +526.0% | -460.1% | +12.5% |
| All | +33.0% | +453.5% | -420.5% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling