+649.7%
KGC vs BURL
+215.5%
+434.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -2.5% |
| 7D | -1.3% | -2.8% | +1.5% | -1.1% |
| 30D | +20.3% | -28.2% | +48.4% | +23.1% |
| 3M | +8.1% | -17.6% | +25.7% | +9.4% |
| 6M | -8.8% | -11.8% | +3.0% | -8.2% |
| YTD | +10.1% | -8.1% | +18.2% | +10.4% |
| 1Y | +44.2% | -12.0% | +56.2% | +44.8% |
| 3Y | +533.0% | +63.3% | +469.7% | +510.0% |
| 5Y | +443.0% | -10.8% | +453.8% | +414.9% |
| All | +649.7% | +215.5% | +434.2% | +773.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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