+36.6%
BP vs KGC
-5.3%
+41.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +7.5% | -11.6% | -3.7% |
| 7D | -8.4% | -6.8% | -1.6% | -8.6% |
| 30D | +2.2% | -9.2% | +11.4% | +2.0% |
| 3M | +8.8% | -9.1% | +17.9% | +8.5% |
| 6M | -0.5% | -25.7% | +25.1% | -1.1% |
| YTD | +36.2% | -23.6% | +59.8% | +33.7% |
| 1Y | +36.6% | -4.3% | +40.9% | +30.8% |
| All | +36.6% | -5.3% | +41.9% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling