+587.2%
KGC vs BB
+21.8%
+565.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.7% | +0.4% |
| 7D | -6.7% | +1.8% | -8.5% | -6.8% |
| 30D | -6.7% | +8.1% | -14.8% | -7.2% |
| 3M | -22.6% | -1.0% | -21.6% | -22.7% |
| 6M | -33.4% | +45.9% | -79.3% | -35.4% |
| YTD | -26.0% | +134.8% | -160.8% | -30.4% |
| 1Y | -18.3% | +104.6% | -122.9% | -22.7% |
| 3Y | +315.8% | +152.8% | +162.9% | +283.1% |
| 5Y | +225.7% | -17.4% | +243.1% | +198.3% |
| All | +587.2% | +21.8% | +565.4% | +583.6% |
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