-4.3%
KGC vs BG
+7.2%
-11.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.4% | +5.1% | +7.2% |
| 7D | -6.8% | -3.8% | -3.0% | -6.4% |
| 30D | -9.2% | -9.6% | +0.4% | -8.5% |
| 3M | -9.1% | -8.5% | -0.6% | -9.4% |
| 6M | -25.7% | -23.0% | -2.6% | -23.0% |
| YTD | -23.6% | +10.9% | -34.5% | -31.9% |
| 1Y | -4.3% | +6.0% | -10.3% | -12.7% |
| All | -4.3% | +7.2% | -11.5% | -12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling