+26.3%
BP vs KGC
-8.9%
+35.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | +0.3% |
| 7D | -6.9% | +11.1% | -18.0% | -6.1% |
| 30D | -3.6% | -3.7% | +0.2% | -3.5% |
| 3M | +8.4% | -17.2% | +25.6% | +7.7% |
| 6M | +5.3% | -27.3% | +32.6% | +4.6% |
| YTD | +33.2% | -18.5% | +51.7% | +32.5% |
| All | +26.3% | -8.9% | +35.2% | +25.1% |
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