+76.4%
BND vs KGC
+147.5%
-71.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -0.1% | -1.3% | +1.1% | -0.1% |
| 30D | -0.4% | +20.3% | -20.6% | -0.6% |
| 3M | -0.6% | +8.1% | -8.7% | -0.8% |
| 6M | -1.4% | -8.8% | +7.3% | -1.4% |
| YTD | -0.2% | +10.1% | -10.3% | -0.5% |
| 1Y | +1.3% | +44.2% | -42.9% | +0.6% |
| 3Y | +13.2% | +533.0% | -519.9% | +10.0% |
| 5Y | -1.6% | +443.0% | -444.6% | -4.4% |
| 10Y | +15.5% | +678.6% | -663.1% | +11.3% |
| All | +76.4% | +147.5% | -71.2% | +70.6% |
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