+526.0%
KGC vs BRKR
-11.8%
+537.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -8.7% | +3.0% | -4.4% |
| 30D | +6.1% | -9.9% | +16.0% | +7.8% |
| 3M | +17.3% | -3.1% | +20.4% | +17.1% |
| 6M | -10.3% | +45.5% | -55.8% | -15.2% |
| YTD | +3.9% | +13.7% | -9.8% | +0.1% |
| 1Y | +25.7% | +67.4% | -41.7% | +18.1% |
| 3Y | +526.0% | -13.2% | +539.2% | +534.6% |
| All | +526.0% | -11.8% | +537.7% | +534.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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