+266.8%
KGC vs BWA
+2,583.4%
-2,316.6%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -5.4% |
| 7D | +8.0% | -2.4% | +10.5% | +8.4% |
| 30D | -9.3% | -17.7% | +8.4% | -6.2% |
| 3M | -21.3% | -27.0% | +5.7% | -17.0% |
| 6M | -31.5% | -17.3% | -14.2% | -29.1% |
| YTD | -23.2% | +12.9% | -36.1% | -24.8% |
| 1Y | -15.0% | +12.9% | -27.9% | -16.7% |
| 3Y | +328.7% | +62.1% | +266.6% | +292.6% |
| 5Y | +262.9% | +30.7% | +232.2% | +239.4% |
| 10Y | +568.9% | +89.2% | +479.7% | +462.8% |
| All | +266.8% | +2,583.4% | -2,316.6% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling