+328.3%
KGC vs BRO
+25,589.7%
-25,261.4%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.3% |
| 7D | -8.4% | -8.6% | +0.2% | -7.6% |
| 30D | +6.3% | -6.9% | +13.3% | +7.1% |
| 3M | +22.4% | +10.5% | +12.0% | +21.0% |
| 6M | -11.4% | -2.8% | -8.6% | -11.5% |
| YTD | +3.1% | -16.1% | +19.3% | +4.5% |
| 1Y | +26.6% | -27.6% | +54.2% | +30.0% |
| 3Y | +525.6% | -7.3% | +532.9% | +523.8% |
| 5Y | +451.7% | +19.0% | +432.7% | +433.2% |
| 10Y | +675.3% | +292.7% | +382.6% | +568.8% |
| All | +328.3% | +25,589.7% | -25,261.4% | +174.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling