+460.0%
KGC vs BTSG
+416.6%
+43.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -0.1% | +2.9% | -3.0% | -0.6% |
| 30D | +10.5% | +0.9% | +9.6% | +10.2% |
| 3M | +19.8% | +1.6% | +18.2% | +18.7% |
| 6M | -6.7% | +46.8% | -53.5% | -13.6% |
| YTD | +7.8% | +65.5% | -57.8% | -2.3% |
| 1Y | +35.7% | +136.2% | -100.6% | +16.3% |
| All | +460.0% | +416.6% | +43.4% | +312.5% |
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 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