+568.9%
KGC vs BB
+28.9%
+540.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +8.0% | +11.6% | -3.6% | +7.2% |
| 30D | -9.3% | +2.6% | -11.9% | -9.5% |
| 3M | -21.3% | +3.5% | -24.8% | -21.7% |
| 6M | -31.5% | +43.5% | -75.0% | -33.5% |
| YTD | -23.2% | +141.2% | -164.4% | -28.0% |
| 1Y | -15.0% | +97.4% | -112.4% | -19.4% |
| 3Y | +328.7% | +151.1% | +177.6% | +294.9% |
| 5Y | +262.9% | -12.8% | +275.7% | +232.0% |
| 10Y | +568.9% | +27.5% | +541.4% | +562.7% |
| All | +568.9% | +28.9% | +540.0% | +562.7% |
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