-59.0%
BSX vs KGC
+28.8%
-87.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.3% | +0.2% | -3.9% |
| 7D | -8.2% | -8.4% | +0.2% | -7.8% |
| 30D | -15.8% | +6.3% | -22.2% | -16.1% |
| 3M | -10.8% | +22.4% | -33.3% | -11.8% |
| 6M | -38.4% | -11.4% | -27.0% | -38.0% |
| YTD | -54.8% | +3.1% | -57.9% | -54.8% |
| 1Y | -59.0% | +26.6% | -85.7% | -59.1% |
| All | -59.0% | +28.8% | -87.8% | -59.1% |
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