-4.3%
KGC vs BB
+88.0%
-92.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.0% | +0.5% | +6.5% |
| 7D | -6.8% | -6.8% | 0.0% | -6.0% |
| 30D | -9.2% | -3.5% | -5.6% | -8.9% |
| 3M | -9.1% | -1.2% | -7.9% | -9.1% |
| 6M | -25.7% | +57.0% | -82.6% | -30.7% |
| YTD | -23.6% | +131.1% | -154.8% | -34.6% |
| 1Y | -4.3% | +87.6% | -91.9% | -14.0% |
| All | -4.3% | +88.0% | -92.3% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling