+128.6%
BP vs KGC
+450.1%
-321.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.8% | +0.8% |
| 7D | +3.9% | -1.3% | +5.2% | +4.0% |
| 30D | +7.6% | +20.3% | -12.7% | +5.2% |
| 3M | +0.7% | +8.1% | -7.4% | -0.6% |
| 6M | +15.5% | -8.8% | +24.3% | +15.9% |
| YTD | +30.8% | +10.1% | +20.8% | +26.8% |
| 1Y | +34.3% | +44.2% | -9.9% | +23.6% |
| 3Y | +35.1% | +533.0% | -498.0% | -9.3% |
| All | +128.6% | +450.1% | -321.5% | +57.4% |
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