-1.0%
BSX vs KGC
+454.1%
-455.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | -7.0% | -0.1% | -7.0% | -7.1% |
| 30D | -10.9% | +10.5% | -21.4% | -12.0% |
| 3M | -8.2% | +19.8% | -28.0% | -10.3% |
| 6M | -37.5% | -6.7% | -30.8% | -37.4% |
| YTD | -52.8% | +7.8% | -60.6% | -53.8% |
| 1Y | -58.4% | +35.7% | -94.1% | -60.6% |
| 3Y | -16.5% | +553.7% | -570.2% | -37.7% |
| 5Y | -1.0% | +461.7% | -462.7% | -25.8% |
| All | -1.0% | +454.1% | -455.1% | -25.8% |
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