+660.5%
KGC vs BBY
+252.7%
+407.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.3% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | +6.1% | +9.4% | -3.3% | +4.9% |
| 3M | +17.3% | +19.3% | -2.0% | +14.5% |
| 6M | -10.3% | +47.9% | -58.2% | -14.9% |
| YTD | +3.9% | +39.6% | -35.7% | -1.1% |
| 1Y | +25.7% | +22.2% | +3.5% | +21.7% |
| 3Y | +526.0% | +45.0% | +481.0% | +477.0% |
| 5Y | +455.5% | +2.6% | +452.9% | +426.4% |
| All | +660.5% | +252.7% | +407.8% | +588.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling