+710.2%
KGC vs BB
+2.1%
+708.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.1% | +1.8% | -1.9% | -0.2% |
| 30D | +10.5% | -12.2% | +22.7% | +11.3% |
| 3M | +19.8% | -12.3% | +32.1% | +20.3% |
| 6M | -6.7% | +122.7% | -129.4% | -12.0% |
| YTD | +7.8% | +104.5% | -96.7% | +2.2% |
| 1Y | +35.7% | +106.7% | -71.0% | +28.3% |
| 3Y | +553.7% | +70.0% | +483.7% | +512.4% |
| 5Y | +461.7% | -27.8% | +489.5% | +420.6% |
| 10Y | +710.2% | +2.4% | +707.8% | +696.6% |
| All | +710.2% | +2.1% | +708.1% | +696.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling