+497.0%
ABBV vs KGC
+678.3%
-181.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +1.2% | +10.5% | -9.3% | +1.0% |
| 3M | +12.1% | +19.8% | -7.7% | +11.7% |
| 6M | +12.0% | -6.7% | +18.7% | +12.0% |
| YTD | +12.4% | +7.8% | +4.6% | +12.0% |
| 1Y | +22.9% | +35.7% | -12.7% | +21.9% |
| 3Y | +86.8% | +553.7% | -466.9% | +80.7% |
| 5Y | +181.0% | +461.7% | -280.7% | +171.4% |
| 10Y | +497.0% | +710.2% | -213.2% | +491.3% |
| All | +497.0% | +678.3% | -181.3% | +491.3% |
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