+133.9%
BP vs KGC
+678.3%
-544.4%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +7.8% | +10.5% | -2.6% | +6.6% |
| 3M | +8.4% | +19.8% | -11.4% | +5.8% |
| 6M | +15.1% | -6.7% | +21.7% | +14.8% |
| YTD | +36.4% | +7.8% | +28.6% | +33.2% |
| 1Y | +40.9% | +35.7% | +5.2% | +33.1% |
| 3Y | +38.8% | +553.7% | -514.8% | +5.5% |
| 5Y | +141.1% | +461.7% | -320.6% | +82.6% |
| 10Y | +133.9% | +710.2% | -576.3% | +68.6% |
| All | +133.9% | +678.3% | -544.4% | +68.6% |
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