+935.7%
BSX vs KGC
+1,190.8%
-255.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +3.7% | -6.7% | +10.4% | +3.9% |
| 30D | +3.1% | -6.7% | +9.8% | +3.3% |
| 3M | -14.2% | -22.6% | +8.4% | -13.6% |
| 6M | -16.4% | -33.4% | +17.0% | -15.5% |
| YTD | -53.5% | -26.0% | -27.5% | -53.2% |
| 1Y | -57.8% | -18.3% | -39.5% | -57.7% |
| 3Y | -17.4% | +315.8% | -333.2% | -21.7% |
| 5Y | +5.4% | +225.7% | -220.3% | +0.1% |
| 10Y | +106.2% | +610.5% | -504.2% | +89.8% |
| All | +935.7% | +1,190.8% | -255.1% | +825.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling