+81.5%
BSX vs KGC
+692.5%
-611.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.8% |
| 7D | -8.2% | -8.4% | +0.2% | -7.6% |
| 30D | -15.8% | +6.3% | -22.2% | -16.2% |
| 3M | -10.8% | +22.4% | -33.3% | -12.3% |
| 6M | -38.4% | -11.4% | -27.0% | -38.1% |
| YTD | -54.8% | +3.1% | -57.9% | -55.2% |
| 1Y | -59.0% | +26.6% | -85.7% | -60.1% |
| 3Y | -20.0% | +525.6% | -545.6% | -30.5% |
| 5Y | -3.1% | +451.7% | -454.7% | -16.3% |
| All | +81.5% | +692.5% | -611.1% | +58.1% |
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 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