-4.3%
KGC vs BWA
+17.4%
-21.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -2.5% | +10.0% | +8.7% |
| 7D | -6.8% | -9.9% | +3.1% | -2.1% |
| 30D | -9.2% | -16.4% | +7.2% | -1.3% |
| 3M | -9.1% | -19.8% | +10.7% | +0.4% |
| 6M | -25.7% | -10.0% | -15.7% | -20.3% |
| YTD | -23.6% | +12.7% | -36.4% | -27.5% |
| 1Y | -4.3% | +15.7% | -20.0% | -10.7% |
| All | -4.3% | +17.4% | -21.7% | -10.7% |
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