+454.5%
KGC vs BHP
+121.9%
+332.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.7% | -4.1% | -3.5% |
| 7D | +2.4% | +1.3% | +1.2% | +1.5% |
| 30D | +9.2% | +4.0% | +5.3% | +6.7% |
| 3M | +16.7% | +12.3% | +4.4% | +8.6% |
| 6M | -7.0% | +30.8% | -37.8% | -21.1% |
| YTD | +7.5% | +58.8% | -51.3% | -18.3% |
| 1Y | +34.4% | +76.8% | -42.5% | -4.2% |
| 3Y | +552.0% | +87.5% | +464.5% | +340.1% |
| 5Y | +454.5% | +123.9% | +330.6% | +248.5% |
| All | +454.5% | +121.9% | +332.6% | +248.5% |
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