+297.7%
KGC vs BTSG
+505.2%
-207.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +0.2% | +4.0% | -3.8% | -0.4% |
| 30D | -8.8% | +15.3% | -24.1% | -11.1% |
| 3M | -21.1% | +25.4% | -46.5% | -24.3% |
| 6M | -32.3% | +31.9% | -64.2% | -36.1% |
| YTD | -23.5% | +93.9% | -117.4% | -32.6% |
| 1Y | -15.0% | +114.2% | -129.1% | -26.2% |
| All | +297.7% | +505.2% | -207.5% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling