+273.9%
KGC vs BB
+329.7%
-55.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +5.5% | -2.7% | +2.5% |
| 7D | +11.1% | +15.0% | -3.8% | +10.5% |
| 30D | -3.7% | +3.5% | -7.2% | -3.9% |
| 3M | -17.2% | +2.7% | -19.9% | -17.4% |
| 6M | -27.3% | +44.7% | -72.0% | -28.6% |
| YTD | -18.5% | +143.3% | -161.8% | -21.5% |
| 1Y | -5.7% | +102.2% | -107.9% | -8.6% |
| 3Y | +336.5% | +156.1% | +180.4% | +316.0% |
| 5Y | +298.7% | -17.6% | +316.3% | +287.1% |
| 10Y | +538.5% | +29.0% | +509.6% | +505.1% |
| All | +273.9% | +329.7% | -55.8% | +345.1% |
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