+35.8%
ABNB vs KGC
+28.8%
+7.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.6% |
| 7D | -9.5% | -8.4% | -1.1% | -8.4% |
| 30D | -9.4% | +6.3% | -15.7% | -10.2% |
| 3M | +29.9% | +22.4% | +7.4% | +26.7% |
| 6M | +26.6% | -11.4% | +38.0% | +25.8% |
| YTD | +23.5% | +3.1% | +20.4% | +22.4% |
| 1Y | +35.8% | +26.6% | +9.2% | +33.0% |
| All | +35.8% | +28.8% | +7.0% | +33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling