+25.2%
ABNB vs KGC
+220.7%
-195.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.8% | -3.0% |
| 7D | +2.7% | +0.2% | +2.5% | +2.7% |
| 30D | +10.8% | -8.8% | +19.6% | +12.2% |
| 3M | -2.1% | -21.1% | +19.0% | +1.1% |
| 6M | +32.2% | -32.3% | +64.5% | +39.0% |
| YTD | +33.5% | -23.5% | +56.9% | +36.5% |
| 1Y | +47.8% | -15.0% | +62.8% | +48.5% |
| 3Y | +53.3% | +327.5% | -274.2% | +10.1% |
| 5Y | -5.5% | +244.3% | -249.8% | -34.8% |
| All | +25.2% | +220.7% | -195.5% | -12.6% |
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