+25.7%
KGC vs BHP
+70.6%
-44.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | -5.6% | -3.6% | -2.0% | -2.3% |
| 30D | +6.1% | -1.2% | +7.3% | +7.6% |
| 3M | +17.3% | +1.2% | +16.1% | +16.3% |
| 6M | -10.3% | +21.4% | -31.7% | -25.5% |
| YTD | +3.9% | +50.4% | -46.6% | -25.2% |
| 1Y | +25.7% | +67.5% | -41.8% | -15.7% |
| All | +25.7% | +70.6% | -44.9% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling