+527.8%
KGC vs BURL
+252.7%
+275.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.6% | +4.6% | +3.1% |
| 7D | +10.5% | +4.1% | +6.4% | +10.2% |
| 30D | -4.1% | -9.5% | +5.4% | -3.4% |
| 3M | -13.1% | -33.5% | +20.4% | -10.6% |
| 6M | -27.5% | -22.1% | -5.5% | -26.5% |
| YTD | -20.7% | -14.6% | -6.1% | -20.1% |
| 1Y | -6.1% | -8.4% | +2.3% | -5.9% |
| 3Y | +318.6% | +86.6% | +232.1% | +301.9% |
| 5Y | +289.9% | -17.2% | +307.1% | +271.2% |
| All | +527.8% | +252.7% | +275.1% | +537.0% |
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