+451.7%
KGC vs BDX
-3.5%
+455.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.9% | -2.4% | -3.8% |
| 7D | -8.4% | -5.4% | -3.0% | -7.1% |
| 30D | +6.3% | -2.2% | +8.5% | +7.0% |
| 3M | +22.4% | +20.1% | +2.4% | +17.3% |
| 6M | -11.4% | +9.1% | -20.5% | -13.1% |
| YTD | +3.1% | +17.9% | -14.7% | -0.9% |
| 1Y | +26.6% | +22.1% | +4.5% | +20.6% |
| 3Y | +525.6% | -10.5% | +536.1% | +558.6% |
| 5Y | +451.7% | -2.6% | +454.3% | +428.4% |
| All | +451.7% | -3.5% | +455.1% | +428.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling