+330.0%
KGC vs BURL
+97.8%
+232.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.2% | -0.8% | +1.0% | +0.4% |
| 30D | -8.8% | -4.4% | -4.4% | -8.2% |
| 3M | -21.1% | -28.6% | +7.5% | -17.0% |
| 6M | -32.3% | -12.3% | -20.0% | -31.5% |
| YTD | -23.5% | -11.3% | -12.2% | -22.7% |
| 1Y | -15.0% | -10.4% | -4.5% | -14.6% |
| All | +330.0% | +97.8% | +232.2% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling