+197.1%
ABT vs KGC
+698.0%
-500.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.4% |
| 7D | -5.9% | -5.6% | -0.3% | -5.6% |
| 30D | -8.1% | +6.1% | -14.2% | -8.4% |
| 3M | +14.5% | +17.3% | -2.8% | +13.4% |
| 6M | -6.3% | -10.3% | +4.0% | -6.0% |
| YTD | -17.1% | +3.9% | -21.0% | -17.8% |
| 1Y | -21.4% | +25.7% | -47.1% | -23.0% |
| 3Y | +5.9% | +526.0% | -520.0% | -6.6% |
| 5Y | -12.8% | +455.5% | -468.2% | -23.5% |
| All | +197.1% | +698.0% | -500.9% | +161.2% |
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