-7.4%
ABT vs KGC
+226.6%
-234.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.2% |
| 7D | -1.3% | -6.7% | +5.4% | -0.8% |
| 30D | +6.0% | -6.7% | +12.7% | +6.4% |
| 3M | -1.9% | -22.6% | +20.7% | -0.5% |
| 6M | +31.2% | -33.4% | +64.6% | +34.2% |
| YTD | -11.2% | -26.0% | +14.8% | -10.5% |
| 1Y | -14.0% | -18.3% | +4.3% | -14.0% |
| 3Y | +20.7% | +315.8% | -295.1% | +1.3% |
| All | -7.4% | +226.6% | -234.0% | -22.4% |
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