+660.5%
KGC vs BR
+189.7%
+470.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -5.6% | -3.0% | -2.7% | -5.0% |
| 30D | +6.1% | -0.3% | +6.4% | +6.3% |
| 3M | +17.3% | +17.3% | 0.0% | +13.1% |
| 6M | -10.3% | -6.7% | -3.6% | -9.2% |
| YTD | +3.9% | -23.4% | +27.3% | +9.9% |
| 1Y | +25.7% | -32.7% | +58.4% | +37.5% |
| 3Y | +526.0% | -5.9% | +531.9% | +525.4% |
| 5Y | +455.5% | +8.4% | +447.0% | +428.1% |
| All | +660.5% | +189.7% | +470.9% | +517.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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