-4.3%
KGC vs BTSG
+111.7%
-116.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.1% | +7.5% | +7.5% |
| 7D | -6.8% | +17.4% | -24.2% | -9.8% |
| 30D | -9.2% | +12.6% | -21.7% | -11.3% |
| 3M | -9.1% | +11.2% | -20.3% | -11.0% |
| 6M | -25.7% | +30.4% | -56.0% | -32.4% |
| YTD | -23.6% | +86.4% | -110.0% | -39.4% |
| 1Y | -4.3% | +117.9% | -122.2% | -29.5% |
| All | -4.3% | +111.7% | -116.0% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling