+170.8%
ABBV vs KGC
+450.8%
-280.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.7% | -2.9% |
| 7D | -4.3% | +2.4% | -6.8% | -4.4% |
| 30D | +1.1% | +9.2% | -8.1% | +0.8% |
| 3M | +12.3% | +16.7% | -4.4% | +11.7% |
| 6M | +9.8% | -7.0% | +16.8% | +9.8% |
| YTD | +11.5% | +7.5% | +4.0% | +10.8% |
| 1Y | +22.3% | +34.4% | -12.1% | +20.4% |
| 3Y | +85.2% | +552.0% | -466.8% | +74.0% |
| 5Y | +170.8% | +454.5% | -283.7% | +152.4% |
| All | +170.8% | +450.8% | -280.0% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling