+521.7%
KGC vs BMRN
-27.4%
+549.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BMRN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.7% | -6.0% | -4.5% |
| 7D | -8.4% | -1.4% | -7.0% | -8.2% |
| 30D | +6.3% | -5.8% | +12.2% | +7.2% |
| 3M | +22.4% | +16.6% | +5.8% | +19.8% |
| 6M | -11.4% | +7.6% | -19.0% | -12.6% |
| YTD | +3.1% | +10.2% | -7.1% | +1.3% |
| 1Y | +26.6% | +20.2% | +6.4% | +22.9% |
| All | +521.7% | -27.4% | +549.0% | +556.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BMRN.
Daily Out/Under-Performance
Portfolio return minus BMRN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BMRN 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 BMRN 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