+461.7%
KGC vs BTI
+113.9%
+347.7%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | -0.1% | -2.4% | +2.3% | +0.9% |
| 30D | +10.5% | -4.8% | +15.2% | +12.5% |
| 3M | +19.8% | -8.1% | +27.9% | +23.0% |
| 6M | -6.7% | -4.2% | -2.5% | -6.3% |
| YTD | +7.8% | -1.3% | +9.1% | +5.8% |
| 1Y | +35.7% | +2.1% | +33.6% | +30.7% |
| 3Y | +553.7% | +108.9% | +444.8% | +328.7% |
| 5Y | +461.7% | +114.5% | +347.2% | +240.2% |
| All | +461.7% | +113.9% | +347.7% | +240.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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