+552.0%
KGC vs BROS
+64.7%
+487.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -2.2% |
| 7D | +2.4% | -0.9% | +3.4% | +2.5% |
| 30D | +9.2% | -13.5% | +22.7% | +10.8% |
| 3M | +16.7% | -18.4% | +35.2% | +18.6% |
| 6M | -7.0% | -10.6% | +3.6% | -6.5% |
| YTD | +7.5% | -25.1% | +32.5% | +9.4% |
| 1Y | +34.4% | -28.6% | +63.0% | +36.9% |
| 3Y | +552.0% | +65.6% | +486.4% | +437.9% |
| All | +552.0% | +64.7% | +487.3% | +437.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling