+26.6%
KGC vs BTDR
-18.2%
+44.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -6.5% | +2.2% | -3.1% |
| 7D | -8.4% | -3.2% | -5.2% | -7.9% |
| 30D | +6.3% | +32.7% | -26.3% | +0.9% |
| 3M | +22.4% | -28.4% | +50.8% | +27.2% |
| 6M | -11.4% | +51.7% | -63.1% | -19.3% |
| YTD | +3.1% | +2.9% | +0.3% | -2.1% |
| 1Y | +26.6% | -15.5% | +42.1% | +29.0% |
| All | +26.6% | -18.2% | +44.8% | +29.0% |
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