-63.2%
ADBE vs KGC
+249.9%
-313.1%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.8% | +5.5% | +0.2% |
| 7D | -3.8% | +8.0% | -11.9% | -4.4% |
| 30D | -2.3% | -9.3% | +7.0% | -1.7% |
| 3M | -13.3% | -21.3% | +8.0% | -12.0% |
| 6M | -6.5% | -31.5% | +25.0% | -4.1% |
| YTD | -32.4% | -23.2% | -9.1% | -32.2% |
| 1Y | -28.0% | -15.0% | -13.0% | -28.7% |
| 3Y | -60.4% | +328.7% | -389.1% | -70.2% |
| All | -63.2% | +249.9% | -313.1% | -70.9% |
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