-18.3%
KGC vs BTDR
-48.4%
+30.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.6% | +8.9% | +2.0% |
| 7D | -6.7% | -6.9% | +0.2% | -5.6% |
| 30D | -6.7% | -31.5% | +24.9% | -0.3% |
| 3M | -22.6% | -36.1% | +13.5% | -16.6% |
| 6M | -33.4% | -57.6% | +24.2% | -24.0% |
| YTD | -26.0% | -50.0% | +24.1% | -22.3% |
| 1Y | -18.3% | -49.6% | +31.3% | -14.7% |
| All | -18.3% | -48.4% | +30.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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