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  • COST vs KGC✓SelectedUSD · KGCCOST vs KGC performance historyLatest closeAs of-0.61%09/08
Stock and ETF performance explorer

COST vs KGC

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+11,671.2%
KGC return
+346.4%
Excess return
+11,324.8%
Maximum drawdown
-61.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioKGCExcessAlpha
1D-0.6%-2.3%+1.7%-0.6%
7D-3.2%+2.4%-5.6%-3.2%
30D-4.0%+9.2%-13.2%-4.0%
3M-6.5%+16.7%-23.2%-6.5%
6M-8.5%-7.0%-1.5%-8.5%
YTD+6.0%+7.5%-1.5%+5.9%
1Y-5.8%+34.4%-40.2%-6.0%
3Y+71.8%+552.0%-480.1%+70.5%
5Y+106.2%+454.5%-348.3%+104.5%
10Y+602.0%+658.7%-56.6%+599.8%
All+11,671.2%+346.4%+11,324.8%+12,161.6%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling