+6.5%
ABNB vs KGC
+450.8%
-444.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.3% | -1.7% | -3.7% |
| 7D | -4.4% | +2.4% | -6.8% | -4.8% |
| 30D | -2.0% | +9.2% | -11.2% | -3.7% |
| 3M | +29.8% | +16.7% | +13.1% | +25.8% |
| 6M | +31.0% | -7.0% | +38.0% | +31.2% |
| YTD | +28.6% | +7.5% | +21.1% | +24.5% |
| 1Y | +40.1% | +34.4% | +5.7% | +28.9% |
| 3Y | +19.7% | +552.0% | -532.3% | -27.1% |
| 5Y | +6.5% | +454.5% | -448.1% | -31.9% |
| All | +6.5% | +450.8% | -444.3% | -31.9% |
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