+89.3%
KGC vs BIYA
-99.9%
+189.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.4% | +1.4% | +2.8% |
| 7D | +11.1% | -7.8% | +18.9% | +10.9% |
| 30D | -3.7% | -38.5% | +34.8% | -4.8% |
| 3M | -17.2% | -59.5% | +42.3% | -18.4% |
| 6M | -27.3% | -89.2% | +61.9% | -27.6% |
| YTD | -18.5% | -97.1% | +78.6% | -18.3% |
| 1Y | -5.7% | -99.0% | +93.3% | -6.1% |
| All | +89.3% | -99.9% | +189.2% | +88.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling