+549.6%
KGC vs BTDR
+7.6%
+542.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +2.9% | +0.5% |
| 7D | -0.1% | +14.8% | -14.9% | -1.1% |
| 30D | +10.5% | +41.8% | -31.3% | +7.9% |
| 3M | +19.8% | -29.2% | +49.0% | +21.3% |
| 6M | -6.7% | +66.2% | -72.8% | -9.7% |
| YTD | +7.8% | +10.0% | -2.2% | +5.8% |
| 1Y | +35.7% | -11.0% | +46.6% | +34.0% |
| All | +549.6% | +7.6% | +542.0% | +522.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling