+472.6%
KGC vs BROS
+43.3%
+429.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.3% |
| 7D | -1.3% | -6.7% | +5.4% | -0.7% |
| 30D | +20.3% | -29.1% | +49.3% | +23.8% |
| 3M | +8.1% | -16.7% | +24.8% | +9.4% |
| 6M | -8.8% | -11.6% | +2.8% | -8.2% |
| YTD | +10.1% | -23.9% | +34.0% | +11.9% |
| 1Y | +44.2% | -34.8% | +79.0% | +48.0% |
| 3Y | +533.0% | +62.1% | +471.0% | +477.6% |
| All | +472.6% | +43.3% | +429.3% | +446.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling