+7.3%
BSX vs KGC
+226.6%
-219.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.7% | -6.7% | +10.4% | +4.5% |
| 30D | +3.1% | -6.7% | +9.8% | +3.7% |
| 3M | -14.2% | -22.6% | +8.4% | -12.2% |
| 6M | -16.4% | -33.4% | +17.0% | -13.3% |
| YTD | -53.5% | -26.0% | -27.5% | -52.7% |
| 1Y | -57.8% | -18.3% | -39.5% | -57.6% |
| 3Y | -17.4% | +315.8% | -333.2% | -35.7% |
| All | +7.3% | +226.6% | -219.4% | -12.5% |
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