+103.9%
BP vs KGC
+286.2%
-182.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.4% | -0.7% |
| 7D | -11.6% | +10.5% | -22.1% | -12.5% |
| 30D | 0.0% | -4.1% | +4.1% | +0.3% |
| 3M | +6.7% | -13.1% | +19.8% | +7.6% |
| 6M | +2.2% | -27.5% | +29.7% | +4.9% |
| YTD | +33.0% | -20.7% | +53.7% | +33.0% |
| 1Y | +30.7% | -6.1% | +36.8% | +27.1% |
| 3Y | +44.2% | +318.6% | -274.4% | +2.2% |
| All | +103.9% | +286.2% | -182.3% | +43.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling