+357.0%
KGC vs BTI
+6,053.3%
-5,696.3%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | +20.3% | -6.6% | +26.9% | +21.8% |
| 3M | +8.1% | -3.0% | +11.1% | +8.3% |
| 6M | -8.8% | -6.7% | -2.1% | -7.9% |
| YTD | +10.1% | +0.6% | +9.5% | +9.3% |
| 1Y | +44.2% | +5.6% | +38.6% | +41.8% |
| 3Y | +533.0% | +110.3% | +422.7% | +445.6% |
| 5Y | +443.0% | +114.3% | +328.7% | +367.5% |
| 10Y | +678.6% | +67.7% | +610.9% | +583.5% |
| All | +357.0% | +6,053.3% | -5,696.3% | +231.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling