+25.7%
KGC vs BROS
-32.8%
+58.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -5.6% | -5.8% | +0.1% | -4.5% |
| 30D | +6.1% | -14.0% | +20.1% | +9.1% |
| 3M | +17.3% | -32.5% | +49.8% | +24.8% |
| 6M | -10.3% | -14.9% | +4.6% | -9.7% |
| YTD | +3.9% | -28.3% | +32.1% | +5.8% |
| 1Y | +25.7% | -34.0% | +59.7% | +18.8% |
| All | +25.7% | -32.8% | +58.5% | +18.8% |
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