+406.7%
BNY vs KGC
+698.0%
-291.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -1.3% | -5.6% | +4.3% | -1.1% |
| 30D | -0.2% | +6.1% | -6.3% | -0.5% |
| 3M | +14.9% | +17.3% | -2.4% | +13.9% |
| 6M | +40.0% | -10.3% | +50.3% | +40.2% |
| YTD | +42.0% | +3.9% | +38.1% | +41.2% |
| 1Y | +56.9% | +25.7% | +31.1% | +54.8% |
| 3Y | +289.9% | +526.0% | -236.1% | +263.4% |
| 5Y | +259.2% | +455.5% | -196.3% | +232.7% |
| All | +406.7% | +698.0% | -291.3% | +388.0% |
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