+148.0%
ADBE vs KGC
+692.5%
-544.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.3% | +1.9% | -2.1% |
| 7D | -12.9% | -8.4% | -4.5% | -12.4% |
| 30D | -5.6% | +6.3% | -12.0% | -6.1% |
| 3M | +6.6% | +22.4% | -15.8% | +5.0% |
| 6M | -9.6% | -11.4% | +1.9% | -9.2% |
| YTD | -28.9% | +3.1% | -32.0% | -29.7% |
| 1Y | -28.9% | +26.6% | -55.5% | -31.2% |
| 3Y | -55.6% | +525.6% | -581.2% | -63.1% |
| 5Y | -62.2% | +451.7% | -513.9% | -68.9% |
| All | +148.0% | +692.5% | -544.5% | +114.2% |
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