+655.3%
KGC vs BHP
+498.2%
+157.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.3% | +1.0% | -1.6% |
| 7D | -8.4% | -3.7% | -4.7% | -6.6% |
| 30D | +6.3% | -0.8% | +7.2% | +7.0% |
| 3M | +22.4% | +7.6% | +14.8% | +18.6% |
| 6M | -11.4% | +20.8% | -32.2% | -18.4% |
| YTD | +3.1% | +50.8% | -47.6% | -14.0% |
| 1Y | +26.6% | +70.9% | -44.3% | -0.2% |
| 3Y | +525.6% | +78.0% | +447.6% | +379.0% |
| 5Y | +451.7% | +113.1% | +338.6% | +291.4% |
| All | +655.3% | +498.2% | +157.1% | +205.1% |
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