+149.8%
KGC vs BIYA
-99.8%
+249.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +2.4% | +2.7% | -0.3% | +2.5% |
| 30D | +9.2% | -18.7% | +27.9% | +8.7% |
| 3M | +16.7% | -72.0% | +88.8% | +16.3% |
| 6M | -7.0% | -86.4% | +79.4% | -4.8% |
| YTD | +7.5% | -94.2% | +101.7% | +8.9% |
| 1Y | +34.4% | -98.4% | +132.8% | +34.9% |
| All | +149.8% | -99.8% | +249.6% | +151.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling