+526.0%
KGC vs BRO
-7.6%
+533.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -7.3% | +1.7% | -5.9% |
| 30D | +6.1% | -6.9% | +13.0% | +5.9% |
| 3M | +17.3% | +10.7% | +6.7% | +18.0% |
| 6M | -10.3% | -2.7% | -7.6% | -9.3% |
| YTD | +3.9% | -16.3% | +20.2% | +6.2% |
| 1Y | +25.7% | -29.1% | +54.8% | +31.1% |
| 3Y | +526.0% | -7.8% | +533.8% | +563.7% |
| All | +526.0% | -7.6% | +533.6% | +563.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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