+265.7%
KGC vs BWA
+2,626.5%
-2,360.7%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +0.2% | +1.7% | -1.5% | -0.1% |
| 30D | -8.8% | -14.6% | +5.8% | -6.3% |
| 3M | -21.1% | -26.2% | +5.2% | -16.9% |
| 6M | -32.3% | -18.4% | -13.9% | -29.9% |
| YTD | -23.5% | +14.7% | -38.1% | -25.2% |
| 1Y | -15.0% | +13.3% | -28.3% | -16.7% |
| 3Y | +327.5% | +64.7% | +262.8% | +290.5% |
| 5Y | +244.3% | +32.2% | +212.1% | +221.3% |
| 10Y | +634.8% | +96.8% | +538.0% | +513.9% |
| All | +265.7% | +2,626.5% | -2,360.7% | +112.0% |
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