+328.7%
KGC vs BROS
+30.5%
+298.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.6% |
| 7D | +8.0% | -19.0% | +27.1% | +10.0% |
| 30D | -9.3% | -7.3% | -2.1% | -9.0% |
| 3M | -21.3% | -31.2% | +9.9% | -18.6% |
| 6M | -31.5% | -33.0% | +1.6% | -29.3% |
| YTD | -23.2% | -42.4% | +19.1% | -20.1% |
| 1Y | -15.0% | -37.7% | +22.7% | -12.1% |
| 3Y | +328.7% | +28.2% | +300.5% | +269.2% |
| All | +328.7% | +30.5% | +298.3% | +269.2% |
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