-4.3%
KGC vs BROS
-18.6%
+14.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.5% | +7.3% |
| 7D | -6.8% | +2.5% | -9.3% | -7.3% |
| 30D | -9.2% | +15.1% | -24.2% | -12.1% |
| 3M | -9.1% | -31.4% | +22.3% | -2.1% |
| 6M | -25.7% | -22.6% | -3.0% | -23.3% |
| YTD | -23.6% | -28.1% | +4.5% | -21.5% |
| 1Y | -4.3% | -20.3% | +16.0% | -3.8% |
| All | -4.3% | -18.6% | +14.3% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 1y: compounded portfolio wealth divided by compounded BROS 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…
1y analysis · Full analysis span regression · 6 months rolling