+521.7%
KGC vs BG
+20.1%
+501.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.9% | -5.2% | -4.4% |
| 7D | -8.4% | +3.7% | -12.1% | -8.8% |
| 30D | +6.3% | +12.3% | -6.0% | +4.8% |
| 3M | +22.4% | -2.2% | +24.6% | +22.9% |
| 6M | -11.4% | +5.3% | -16.7% | -12.4% |
| YTD | +3.1% | +42.4% | -39.3% | -1.7% |
| 1Y | +26.6% | +55.2% | -28.6% | +19.8% |
| All | +521.7% | +20.1% | +501.6% | +513.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling