+15.9%
ABNB vs KGC
+332.1%
-316.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.5% |
| 7D | -9.5% | -8.4% | -1.1% | -8.2% |
| 30D | -9.4% | +6.3% | -15.7% | -10.4% |
| 3M | +29.9% | +22.4% | +7.4% | +25.5% |
| 6M | +26.6% | -11.4% | +38.0% | +27.7% |
| YTD | +23.5% | +3.1% | +20.4% | +21.0% |
| 1Y | +35.8% | +26.6% | +9.2% | +27.9% |
| 3Y | +15.0% | +525.6% | -510.6% | -22.4% |
| 5Y | +1.5% | +451.7% | -450.2% | -32.6% |
| All | +15.9% | +332.1% | -316.2% | -22.5% |
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