+346.4%
KGC vs BBY
+74,802.5%
-74,456.2%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.3% |
| 7D | +2.4% | +8.1% | -5.7% | +2.0% |
| 30D | +9.2% | +8.9% | +0.3% | +8.7% |
| 3M | +16.7% | +22.0% | -5.3% | +15.5% |
| 6M | -7.0% | +37.8% | -44.8% | -8.7% |
| YTD | +7.5% | +37.3% | -29.8% | +5.5% |
| 1Y | +34.4% | +21.6% | +12.8% | +32.6% |
| 3Y | +552.0% | +41.5% | +510.5% | +533.7% |
| 5Y | +454.5% | +1.2% | +453.3% | +445.0% |
| 10Y | +658.7% | +237.8% | +420.9% | +604.3% |
| All | +346.4% | +74,802.5% | -74,456.2% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded BBY 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling