+25.7%
ABNB vs KGC
+361.1%
-335.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.3% | +0.5% | -1.4% |
| 7D | -4.0% | -1.3% | -2.7% | -3.8% |
| 30D | +19.3% | +20.3% | -1.0% | +15.8% |
| 3M | +36.1% | +8.1% | +28.0% | +33.7% |
| 6M | +34.2% | -8.8% | +43.0% | +34.7% |
| YTD | +34.1% | +10.1% | +24.0% | +29.9% |
| 1Y | +45.1% | +44.2% | +0.9% | +33.7% |
| 3Y | +37.1% | +533.0% | -495.9% | -7.4% |
| 5Y | +15.2% | +443.0% | -427.8% | -24.5% |
| All | +25.7% | +361.1% | -335.3% | -16.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling