+244.3%
KGC vs BHP
+124.0%
+120.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -1.1% |
| 7D | +0.2% | +2.4% | -2.2% | -1.4% |
| 30D | -8.8% | -5.4% | -3.5% | -5.1% |
| 3M | -21.1% | -6.9% | -14.2% | -16.7% |
| 6M | -32.3% | -4.3% | -28.0% | -29.7% |
| YTD | -23.5% | +41.6% | -65.1% | -37.2% |
| 1Y | -15.0% | +53.3% | -68.3% | -33.4% |
| 3Y | +327.5% | +58.4% | +269.2% | +222.3% |
| 5Y | +244.3% | +121.3% | +123.0% | +133.0% |
| All | +244.3% | +124.0% | +120.2% | +133.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling