+40.9%
BP vs KGC
+33.7%
+7.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.3% |
| 3M | +8.4% | +19.8% | -11.4% | +9.4% |
| 6M | +15.1% | -6.7% | +21.7% | +15.9% |
| YTD | +36.4% | +7.8% | +28.6% | +37.0% |
| 1Y | +40.9% | +35.7% | +5.2% | +40.9% |
| All | +40.9% | +33.7% | +7.2% | +40.9% |
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 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