-61.1%
ADBE vs KGC
+452.7%
-513.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.3% | -1.1% | -3.3% |
| 7D | -10.1% | +2.4% | -12.5% | -10.2% |
| 30D | -3.0% | +9.2% | -12.2% | -3.7% |
| 3M | +5.0% | +16.7% | -11.7% | +3.6% |
| 6M | -9.3% | -7.0% | -2.3% | -9.0% |
| YTD | -26.5% | +7.5% | -34.0% | -27.9% |
| 1Y | -28.3% | +34.4% | -62.6% | -31.8% |
| 3Y | -54.1% | +552.0% | -606.1% | -66.4% |
| All | -61.1% | +452.7% | -513.8% | -72.2% |
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 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