+660.5%
KGC vs BDX
+59.3%
+601.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | -3.2% | -2.5% | -4.9% |
| 30D | +6.1% | -2.5% | +8.7% | +6.9% |
| 3M | +17.3% | +21.4% | -4.1% | +12.2% |
| 6M | -10.3% | +10.4% | -20.7% | -12.3% |
| YTD | +3.9% | +18.8% | -15.0% | -0.3% |
| 1Y | +25.7% | +21.7% | +4.0% | +19.9% |
| 3Y | +526.0% | -10.0% | +535.9% | +536.8% |
| 5Y | +455.5% | -1.8% | +457.3% | +449.5% |
| All | +660.5% | +59.3% | +601.2% | +522.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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