+425.9%
KGC vs BWA
+3,492.4%
-3,066.5%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.0% | -2.7% |
| 7D | -1.3% | +5.7% | -6.9% | -2.2% |
| 30D | +20.3% | +1.4% | +18.9% | +19.9% |
| 3M | +8.1% | -12.1% | +20.2% | +10.5% |
| 6M | -8.8% | +28.6% | -37.3% | -12.3% |
| YTD | +10.1% | +51.1% | -41.0% | +2.6% |
| 1Y | +44.2% | +55.9% | -11.7% | +33.8% |
| 3Y | +533.0% | +70.1% | +462.9% | +471.6% |
| 5Y | +443.0% | +90.7% | +352.3% | +376.6% |
| 10Y | +678.6% | +154.0% | +524.6% | +521.6% |
| All | +425.9% | +3,492.4% | -3,066.5% | +190.7% |
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 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