+660.5%
KGC vs BG
+166.7%
+493.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -5.6% | +3.1% | -8.8% | -6.0% |
| 30D | +6.1% | +10.2% | -4.1% | +4.7% |
| 3M | +17.3% | -1.7% | +19.0% | +17.3% |
| 6M | -10.3% | +1.0% | -11.3% | -10.8% |
| YTD | +3.9% | +39.9% | -36.1% | -1.0% |
| 1Y | +25.7% | +53.2% | -27.5% | +18.4% |
| 3Y | +526.0% | +16.3% | +509.7% | +505.4% |
| 5Y | +455.5% | +83.9% | +371.6% | +408.5% |
| All | +660.5% | +166.7% | +493.9% | +502.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling