+64.6%
BMY vs KGC
+678.3%
-613.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | -4.8% | -0.1% | -4.7% | -4.8% |
| 30D | -0.7% | +10.5% | -11.1% | -0.9% |
| 3M | +15.3% | +19.8% | -4.5% | +14.7% |
| 6M | +8.5% | -6.7% | +15.2% | +8.6% |
| YTD | +23.4% | +7.8% | +15.7% | +22.9% |
| 1Y | +42.9% | +35.7% | +7.2% | +41.4% |
| 3Y | +22.0% | +553.7% | -531.7% | +14.8% |
| 5Y | +24.3% | +461.7% | -437.4% | +16.9% |
| 10Y | +64.6% | +710.2% | -645.6% | +56.0% |
| All | +64.6% | +678.3% | -613.7% | +56.0% |
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 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