+336.5%
KGC vs BBWI
-25.2%
+361.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.9% | +0.9% | +2.6% |
| 7D | +11.1% | -6.2% | +17.3% | +11.6% |
| 30D | -3.7% | +25.5% | -29.2% | -5.2% |
| 3M | -17.2% | +8.0% | -25.2% | -17.8% |
| 6M | -27.3% | +12.7% | -40.0% | -28.2% |
| YTD | -18.5% | +11.6% | -30.2% | -20.1% |
| 1Y | -5.7% | -0.9% | -4.8% | -7.2% |
| 3Y | +336.5% | -22.7% | +359.2% | +346.0% |
| All | +336.5% | -25.2% | +361.7% | +346.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling