+262.9%
KGC vs BROS
-43.7%
+306.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.5% |
| 7D | +8.0% | -19.0% | +27.1% | +10.3% |
| 30D | -9.3% | -7.3% | -2.1% | -8.9% |
| 3M | -21.3% | -31.2% | +9.9% | -18.2% |
| 6M | -31.5% | -33.0% | +1.6% | -29.0% |
| YTD | -23.2% | -42.4% | +19.1% | -19.3% |
| 1Y | -15.0% | -37.7% | +22.7% | -11.5% |
| 3Y | +328.7% | +28.2% | +300.5% | +284.1% |
| 5Y | +262.9% | -43.4% | +306.2% | +243.9% |
| All | +262.9% | -43.7% | +306.6% | +243.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling