+315.8%
KGC vs BDX
+25.0%
+290.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.8% | +0.1% |
| 7D | -6.7% | +2.9% | -9.6% | -7.0% |
| 30D | -6.7% | +15.4% | -22.1% | -8.5% |
| 3M | -22.6% | +20.5% | -43.1% | -24.5% |
| 6M | -33.4% | +53.2% | -86.6% | -36.4% |
| YTD | -26.0% | +45.7% | -71.7% | -28.8% |
| 1Y | -18.3% | +47.3% | -65.6% | -21.4% |
| 3Y | +315.8% | +25.1% | +290.7% | +306.2% |
| All | +315.8% | +25.0% | +290.8% | +306.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling