+604.0%
ABBV vs KGC
+662.9%
-58.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +5.6% | -8.8% | +14.4% | +5.7% |
| 3M | +18.7% | -21.1% | +39.8% | +19.1% |
| 6M | +47.4% | -32.3% | +79.7% | +48.2% |
| YTD | +33.0% | -23.5% | +56.4% | +33.2% |
| 1Y | +34.9% | -15.0% | +49.9% | +34.9% |
| 3Y | +135.2% | +327.5% | -192.3% | +128.9% |
| 5Y | +202.1% | +244.3% | -42.2% | +193.5% |
| All | +604.0% | +662.9% | -58.9% | +604.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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