+827.3%
KGC vs BG
+954.5%
-127.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.2% |
| 7D | -6.7% | +2.6% | -9.2% | -7.2% |
| 30D | -6.7% | -6.7% | 0.0% | -5.0% |
| 3M | -22.6% | -9.3% | -13.3% | -21.0% |
| 6M | -33.4% | -18.3% | -15.1% | -30.5% |
| YTD | -26.0% | +16.2% | -42.2% | -29.8% |
| 1Y | -18.3% | +7.6% | -25.9% | -20.9% |
| 3Y | +315.8% | +6.6% | +309.2% | +295.1% |
| 5Y | +225.7% | +22.2% | +203.5% | +192.2% |
| 10Y | +610.5% | +112.0% | +498.4% | +400.5% |
| All | +827.3% | +954.5% | -127.2% | +530.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling