+127.0%
BP vs KGC
+506.2%
-379.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.8% | +5.8% | +0.5% |
| 7D | -6.3% | +8.0% | -14.4% | -7.1% |
| 30D | -3.6% | -9.3% | +5.7% | -2.9% |
| 3M | +5.2% | -21.3% | +26.6% | +7.2% |
| 6M | +5.3% | -31.5% | +36.8% | +8.5% |
| YTD | +33.1% | -23.2% | +56.4% | +34.1% |
| 1Y | +26.3% | -15.0% | +41.3% | +25.4% |
| 3Y | +47.5% | +328.7% | -281.2% | +16.3% |
| 5Y | +106.2% | +262.9% | -156.7% | +61.7% |
| 10Y | +127.0% | +568.9% | -441.9% | +65.9% |
| All | +127.0% | +506.2% | -379.3% | +65.9% |
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