+78.4%
KGC vs BIYA
-99.9%
+178.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -5.7% |
| 7D | +8.0% | -4.1% | +12.1% | +7.9% |
| 30D | -9.3% | -35.5% | +26.2% | -10.2% |
| 3M | -21.3% | -56.3% | +35.0% | -22.3% |
| 6M | -31.5% | -88.7% | +57.2% | -31.7% |
| YTD | -23.2% | -97.0% | +73.7% | -22.9% |
| 1Y | -15.0% | -98.7% | +83.7% | -15.1% |
| All | +78.4% | -99.9% | +178.3% | +77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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