+20.5%
KGC vs BTG
+332.2%
-311.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.8% |
| 7D | -6.7% | -9.1% | +2.4% | -1.8% |
| 30D | -6.7% | -1.6% | -5.1% | -5.8% |
| 3M | -22.6% | -2.8% | -19.8% | -21.1% |
| 6M | -33.4% | -7.6% | -25.8% | -30.6% |
| YTD | -26.0% | +10.2% | -36.2% | -30.0% |
| 1Y | -18.3% | +21.3% | -39.6% | -26.5% |
| 3Y | +315.8% | +82.7% | +233.1% | +197.6% |
| 5Y | +225.7% | +30.8% | +194.9% | +180.0% |
| 10Y | +610.5% | +163.7% | +446.8% | +354.0% |
| All | +20.5% | +332.2% | -311.7% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling