+587.2%
KGC vs BN
+290.8%
+296.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +0.7% |
| 7D | -6.7% | -1.0% | -5.7% | -6.4% |
| 30D | -6.7% | +14.0% | -20.6% | -10.0% |
| 3M | -22.6% | -9.0% | -13.6% | -20.6% |
| 6M | -33.4% | -8.8% | -24.6% | -31.6% |
| YTD | -26.0% | -10.3% | -15.7% | -24.0% |
| 1Y | -18.3% | -5.8% | -12.5% | -17.1% |
| 3Y | +315.8% | +94.8% | +221.0% | +247.9% |
| 5Y | +225.7% | +31.5% | +194.2% | +187.1% |
| All | +587.2% | +290.8% | +296.4% | +391.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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