+451.7%
KGC vs BTG
+75.0%
+376.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.9% | -1.4% | -2.2% |
| 7D | -8.4% | -5.5% | -3.0% | -4.5% |
| 30D | +6.3% | +6.1% | +0.2% | +2.0% |
| 3M | +22.4% | +38.6% | -16.2% | -5.2% |
| 6M | -11.4% | +0.7% | -12.1% | -13.8% |
| YTD | +3.1% | +20.3% | -17.2% | -12.8% |
| 1Y | +26.6% | +25.0% | +1.6% | +3.3% |
| 3Y | +525.6% | +97.3% | +428.3% | +237.1% |
| 5Y | +451.7% | +78.3% | +373.3% | +216.6% |
| All | +451.7% | +75.0% | +376.7% | +216.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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