+284.6%
KGC vs BTSG
+493.4%
-208.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -6.7% | +6.0% | -12.7% | -7.5% |
| 30D | -6.7% | +12.4% | -19.1% | -8.6% |
| 3M | -22.6% | +18.2% | -40.8% | -25.0% |
| 6M | -33.4% | +26.0% | -59.5% | -36.6% |
| YTD | -26.0% | +90.1% | -116.1% | -34.6% |
| 1Y | -18.3% | +124.3% | -142.6% | -29.6% |
| All | +284.6% | +493.4% | -208.9% | +176.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling