+315.8%
KGC vs BR
+14.9%
+300.8%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.2% |
| 7D | -6.7% | +1.1% | -7.7% | -6.8% |
| 30D | -6.7% | +14.4% | -21.0% | -8.1% |
| 3M | -22.6% | +12.4% | -35.0% | -23.6% |
| 6M | -33.4% | +35.4% | -68.9% | -35.7% |
| YTD | -26.0% | -12.2% | -13.8% | -21.6% |
| 1Y | -18.3% | -12.7% | -5.5% | -13.3% |
| 3Y | +315.8% | +14.3% | +301.5% | +305.4% |
| All | +315.8% | +14.9% | +300.8% | +305.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling