+318.6%
KGC vs BN
+90.6%
+228.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.4% |
| 7D | +10.5% | +5.3% | +5.1% | +8.1% |
| 30D | -4.1% | +11.9% | -16.0% | -8.6% |
| 3M | -13.1% | -5.7% | -7.3% | -11.2% |
| 6M | -27.5% | -10.6% | -16.9% | -24.3% |
| YTD | -20.7% | -9.4% | -11.3% | -18.4% |
| 1Y | -6.1% | -8.8% | +2.7% | -3.6% |
| 3Y | +318.6% | +95.6% | +223.0% | +181.0% |
| All | +318.6% | +90.6% | +228.0% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling