+587.2%
KGC vs BR
+277.7%
+309.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -6.7% | +1.1% | -7.7% | -6.9% |
| 30D | -6.7% | +14.4% | -21.0% | -9.3% |
| 3M | -22.6% | +12.4% | -35.0% | -24.5% |
| 6M | -33.4% | +35.4% | -68.9% | -37.8% |
| YTD | -26.0% | -12.2% | -13.8% | -24.0% |
| 1Y | -18.3% | -12.7% | -5.5% | -16.0% |
| 3Y | +315.8% | +14.3% | +301.5% | +298.1% |
| 5Y | +225.7% | +19.3% | +206.4% | +202.5% |
| All | +587.2% | +277.7% | +309.5% | +468.1% |
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