+13,071.1%
BLK vs KGC
+290.6%
+12,780.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.7% |
| 7D | -2.4% | +2.4% | -4.8% | -2.6% |
| 30D | -3.1% | +9.2% | -12.3% | -3.8% |
| 3M | +10.7% | +16.7% | -6.1% | +9.2% |
| 6M | +15.9% | -7.0% | +22.9% | +16.0% |
| YTD | +4.0% | +7.5% | -3.5% | +2.8% |
| 1Y | +1.3% | +34.4% | -33.1% | -1.6% |
| 3Y | +69.6% | +552.0% | -482.4% | +46.5% |
| 5Y | +33.8% | +454.5% | -420.7% | +15.6% |
| 10Y | +276.2% | +658.7% | -382.5% | +209.7% |
| All | +13,071.1% | +290.6% | +12,780.6% | +10,719.2% |
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 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