+655.3%
KGC vs BWA
+153.1%
+502.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.0% | -4.4% |
| 7D | -8.4% | -0.1% | -8.4% | -8.4% |
| 30D | +6.3% | -5.5% | +11.8% | +7.2% |
| 3M | +22.4% | -7.6% | +30.0% | +23.9% |
| 6M | -11.4% | +25.0% | -36.4% | -14.0% |
| YTD | +3.1% | +47.0% | -43.8% | -2.5% |
| 1Y | +26.6% | +54.0% | -27.4% | +19.0% |
| 3Y | +525.6% | +70.7% | +454.9% | +473.4% |
| 5Y | +451.7% | +86.7% | +365.0% | +394.0% |
| All | +655.3% | +153.1% | +502.2% | +613.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling