+1,642.5%
BMY vs KGC
+206.6%
+1,435.9%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.9% |
| 7D | -1.3% | -4.1% | +2.8% | -1.2% |
| 30D | +10.0% | -11.6% | +21.6% | +10.1% |
| 3M | -1.2% | -24.5% | +23.4% | -0.9% |
| 6M | +12.8% | -34.6% | +47.4% | +13.2% |
| YTD | +20.7% | -26.2% | +46.8% | +20.9% |
| 1Y | +32.6% | -20.1% | +52.7% | +32.7% |
| 3Y | +41.8% | +312.4% | -270.5% | +39.4% |
| 5Y | +29.0% | +224.9% | -195.9% | +26.8% |
| 10Y | +57.8% | +608.7% | -551.0% | +53.8% |
| All | +1,642.5% | +206.6% | +1,435.9% | +1,703.3% |
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 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