+222.0%
KGC vs BBY
-3.9%
+225.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | -6.7% | +4.5% | -11.1% | -7.2% |
| 30D | -6.7% | +16.8% | -23.5% | -8.7% |
| 3M | -22.6% | +23.2% | -45.8% | -25.0% |
| 6M | -33.4% | +91.9% | -125.4% | -39.6% |
| YTD | -26.0% | +61.6% | -87.6% | -31.5% |
| 1Y | -18.3% | +43.9% | -62.2% | -23.0% |
| 3Y | +315.8% | +88.6% | +227.1% | +252.5% |
| All | +222.0% | -3.9% | +225.9% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling