Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • COP vs KGC✓SelectedUSD · KGCCOP vs KGC performance historyLatest closeAs of+1.10%09/09
Stock and ETF performance explorer

COP vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+340.2%
KGC return
+678.3%
Excess return
-338.1%
Maximum drawdown
-70.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 2016-09-09 to 2026-09-09.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
1D+1.1%+0.3%+0.8%+1.1%
7D-0.5%-0.1%-0.4%-0.5%
30D+11.7%+10.5%+1.2%+10.8%
3M+17.7%+19.8%-2.1%+15.7%
6M+18.3%-6.7%+25.0%+18.2%
YTD+49.1%+7.8%+41.3%+46.2%
1Y+53.3%+35.7%+17.6%+46.4%
3Y+22.2%+553.7%-531.5%-2.5%
5Y+193.3%+461.7%-268.4%+133.0%
10Y+340.2%+710.2%-369.9%+249.7%
All+340.2%+678.3%-338.1%+249.7%

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 2016-09-09 to 2026-09-09: 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…

2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling