+7,916.8%
BNY vs KGC
+347.5%
+7,569.2%
-64.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +1.9% | +10.5% | -8.5% | +1.7% |
| 3M | +13.9% | +19.8% | -5.9% | +13.4% |
| 6M | +42.3% | -6.7% | +49.0% | +42.3% |
| YTD | +41.8% | +7.8% | +34.1% | +41.4% |
| 1Y | +57.9% | +35.7% | +22.3% | +56.6% |
| 3Y | +290.7% | +553.7% | -263.0% | +275.2% |
| 5Y | +252.3% | +461.7% | -209.4% | +238.1% |
| 10Y | +412.8% | +710.2% | -297.4% | +385.6% |
| All | +7,916.8% | +347.5% | +7,569.2% | +8,058.4% |
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