+587.2%
KGC vs BHP
+333.8%
+253.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.9% |
| 7D | -6.7% | -0.5% | -6.2% | -6.4% |
| 30D | -6.7% | -4.5% | -2.1% | -4.2% |
| 3M | -22.6% | -6.9% | -15.7% | -19.3% |
| 6M | -33.4% | -10.6% | -22.9% | -28.9% |
| YTD | -26.0% | +37.2% | -63.2% | -34.9% |
| 1Y | -18.3% | +48.0% | -66.3% | -30.6% |
| 3Y | +315.8% | +52.6% | +263.2% | +245.1% |
| 5Y | +225.7% | +116.5% | +109.2% | +135.6% |
| All | +587.2% | +333.8% | +253.4% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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