+132.9%
ADBE vs KGC
+635.9%
-503.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.5% | +3.9% | +0.6% |
| 7D | -3.2% | -4.1% | +0.9% | -3.0% |
| 30D | +1.0% | -11.6% | +12.6% | +1.6% |
| 3M | -7.8% | -24.5% | +16.7% | -6.4% |
| 6M | -1.0% | -34.6% | +33.6% | +1.3% |
| YTD | -31.8% | -26.2% | -5.7% | -31.3% |
| 1Y | -29.2% | -20.1% | -9.1% | -29.2% |
| 3Y | -60.1% | +312.4% | -372.4% | -65.7% |
| 5Y | -63.7% | +224.9% | -288.6% | -69.1% |
| All | +132.9% | +635.9% | -503.0% | +103.7% |
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