+306.4%
KGC vs BURL
+89.8%
+216.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.3% |
| 7D | 0.0% | +3.5% | -3.5% | -0.6% |
| 30D | -9.3% | -9.3% | 0.0% | -8.0% |
| 3M | -15.9% | -32.1% | +16.2% | -10.8% |
| 6M | -24.9% | -19.8% | -5.0% | -22.8% |
| YTD | -23.0% | -13.2% | -9.8% | -22.0% |
| 1Y | -9.9% | -7.8% | -2.1% | -10.0% |
| All | +306.4% | +89.8% | +216.6% | +257.1% |
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