+389.2%
KGC vs BURL
+1,021.0%
-631.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +7.7% | -0.2% | +7.1% |
| 7D | -6.8% | +10.4% | -17.2% | -7.2% |
| 30D | -9.2% | -4.9% | -4.2% | -9.0% |
| 3M | -9.1% | -29.8% | +20.6% | -7.7% |
| 6M | -25.7% | -16.5% | -9.2% | -25.2% |
| YTD | -23.6% | -10.5% | -13.1% | -23.4% |
| 1Y | -4.3% | -5.3% | +1.0% | -4.3% |
| 3Y | +298.1% | +95.1% | +203.0% | +289.2% |
| 5Y | +288.1% | -12.1% | +300.1% | +272.7% |
| 10Y | +479.7% | +273.2% | +206.5% | +510.9% |
| All | +389.2% | +1,021.0% | -631.8% | +435.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling