+451.7%
KGC vs BR
+7.7%
+444.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | -8.4% | -6.0% | -2.5% | -6.8% |
| 30D | +6.3% | -0.9% | +7.2% | +6.7% |
| 3M | +22.4% | +16.4% | +6.1% | +16.7% |
| 6M | -11.4% | -8.2% | -3.2% | -8.9% |
| YTD | +3.1% | -23.2% | +26.4% | +13.0% |
| 1Y | +26.6% | -30.9% | +57.5% | +45.0% |
| 3Y | +525.6% | -5.0% | +530.6% | +512.0% |
| 5Y | +451.7% | +8.8% | +442.9% | +382.9% |
| All | +451.7% | +7.7% | +444.0% | +382.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling