+357.0%
KGC vs BDX
+5,351.6%
-4,994.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.7% | -2.1% |
| 7D | -1.3% | -2.5% | +1.2% | -1.0% |
| 30D | +20.3% | +8.3% | +12.0% | +19.3% |
| 3M | +8.1% | +24.4% | -16.3% | +5.5% |
| 6M | -8.8% | +9.2% | -17.9% | -9.7% |
| YTD | +10.1% | +22.7% | -12.7% | +7.5% |
| 1Y | +44.2% | +25.9% | +18.3% | +40.4% |
| 3Y | +533.0% | -10.5% | +543.5% | +535.6% |
| 5Y | +443.0% | +1.9% | +441.1% | +437.4% |
| 10Y | +678.6% | +58.7% | +619.9% | +639.5% |
| All | +357.0% | +5,351.6% | -4,994.6% | +335.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling