-9.9%
ABT vs KGC
+450.8%
-460.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -2.4% |
| 7D | -3.1% | +2.4% | -5.6% | -3.3% |
| 30D | -2.1% | +9.2% | -11.4% | -2.7% |
| 3M | +17.4% | +16.7% | +0.7% | +16.1% |
| 6M | -2.4% | -7.0% | +4.6% | -2.2% |
| YTD | -14.2% | +7.5% | -21.7% | -15.4% |
| 1Y | -18.3% | +34.4% | -52.7% | -21.1% |
| 3Y | +11.5% | +552.0% | -540.5% | -8.7% |
| 5Y | -9.9% | +454.5% | -464.4% | -27.1% |
| All | -9.9% | +450.8% | -460.7% | -27.1% |
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