+405.1%
KGC vs BB
+258.8%
+146.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.3% | -5.6% | +4.4% | -1.1% |
| 30D | +20.3% | -11.8% | +32.1% | +20.8% |
| 3M | +8.1% | -25.5% | +33.6% | +9.0% |
| 6M | -8.8% | +121.3% | -130.0% | -11.7% |
| YTD | +10.1% | +103.2% | -93.1% | +6.8% |
| 1Y | +44.2% | +102.6% | -58.4% | +39.8% |
| 3Y | +533.0% | +37.5% | +495.5% | +514.8% |
| 5Y | +443.0% | -30.4% | +473.4% | +431.0% |
| 10Y | +678.6% | 0.0% | +678.6% | +645.1% |
| All | +405.1% | +258.8% | +146.3% | +506.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling