+549.6%
KGC vs BBY
+38.4%
+511.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.7% | +0.4% |
| 7D | -0.1% | +1.2% | -1.3% | -0.2% |
| 30D | +10.5% | +6.8% | +3.7% | +9.9% |
| 3M | +19.8% | +18.7% | +1.0% | +18.3% |
| 6M | -6.7% | +37.3% | -44.0% | -8.9% |
| YTD | +7.8% | +35.3% | -27.5% | +5.3% |
| 1Y | +35.7% | +20.7% | +15.0% | +33.6% |
| All | +549.6% | +38.4% | +511.2% | +499.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling