+44.2%
KGC vs BWA
+59.1%
-14.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -3.4% |
| 7D | -1.3% | +5.7% | -6.9% | -3.6% |
| 30D | +20.3% | +1.4% | +18.9% | +19.3% |
| 3M | +8.1% | -12.1% | +20.2% | +13.1% |
| 6M | -8.8% | +28.6% | -37.3% | -15.8% |
| YTD | +10.1% | +51.1% | -41.0% | -8.1% |
| 1Y | +44.2% | +55.9% | -11.7% | +18.6% |
| All | +44.2% | +59.1% | -14.8% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 1y: compounded portfolio wealth divided by compounded BWA 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…
1y analysis · Full analysis span regression · 6 months rolling