+156.7%
KGC vs BR
+1,321.0%
-1,164.3%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.3% |
| 7D | -1.3% | -5.3% | +4.0% | +0.3% |
| 30D | +20.3% | +6.4% | +13.8% | +18.2% |
| 3M | +8.1% | +13.6% | -5.6% | +3.8% |
| 6M | -8.8% | -6.7% | -2.1% | -7.7% |
| YTD | +10.1% | -21.1% | +31.2% | +16.5% |
| 1Y | +44.2% | -29.6% | +73.8% | +57.8% |
| 3Y | +533.0% | -2.4% | +535.4% | +522.1% |
| 5Y | +443.0% | +11.2% | +431.8% | +408.1% |
| 10Y | +678.6% | +191.8% | +486.8% | +414.5% |
| All | +156.7% | +1,321.0% | -1,164.3% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling