+139.4%
BP vs KGC
+637.7%
-498.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +2.6% | -6.7% | +9.3% | +3.3% |
| 30D | -6.4% | -6.7% | +0.3% | -5.9% |
| 3M | +8.0% | -22.6% | +30.6% | +10.2% |
| 6M | +6.0% | -33.4% | +39.4% | +9.5% |
| YTD | +36.5% | -26.0% | +62.5% | +37.9% |
| 1Y | +31.7% | -18.3% | +50.0% | +31.3% |
| 3Y | +48.6% | +315.8% | -267.2% | +17.5% |
| 5Y | +111.7% | +225.7% | -114.0% | +67.9% |
| All | +139.4% | +637.7% | -498.3% | +76.5% |
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