+127.7%
BP vs KGC
+496.6%
-368.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.1% |
| 7D | -6.9% | +11.1% | -18.0% | -7.9% |
| 30D | -3.6% | -3.7% | +0.2% | -3.4% |
| 3M | +8.4% | -17.2% | +25.6% | +10.0% |
| 6M | +5.3% | -27.3% | +32.6% | +7.9% |
| YTD | +33.2% | -18.5% | +51.7% | +33.3% |
| 1Y | +28.2% | -5.7% | +33.9% | +25.9% |
| 3Y | +49.2% | +336.5% | -287.2% | +17.8% |
| 5Y | +102.9% | +298.7% | -195.8% | +58.0% |
| 10Y | +127.7% | +538.5% | -410.9% | +66.8% |
| All | +127.7% | +496.6% | -368.9% | +66.8% |
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 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