+35.7%
KGC vs BB
+100.8%
-65.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.4% |
| 7D | -0.1% | +1.8% | -1.9% | -0.3% |
| 30D | +10.5% | -12.2% | +22.7% | +12.0% |
| 3M | +19.8% | -12.3% | +32.1% | +19.8% |
| 6M | -6.7% | +122.7% | -129.4% | -18.5% |
| YTD | +7.8% | +104.5% | -96.7% | -4.8% |
| 1Y | +35.7% | +106.7% | -71.0% | +18.9% |
| All | +35.7% | +100.8% | -65.1% | +18.9% |
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