+4,494.7%
ADSK vs KGC
+347.5%
+4,147.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -14.5% | -0.1% | -14.4% | -14.5% |
| 30D | -19.3% | +10.5% | -29.8% | -19.6% |
| 3M | -7.8% | +19.8% | -27.6% | -8.4% |
| 6M | -20.8% | -6.7% | -14.1% | -20.8% |
| YTD | -30.2% | +7.8% | -38.0% | -30.6% |
| 1Y | -36.5% | +35.7% | -72.1% | -37.4% |
| 3Y | -5.7% | +553.7% | -559.4% | -12.0% |
| 5Y | -28.2% | +461.7% | -489.9% | -32.9% |
| 10Y | +209.1% | +710.2% | -501.1% | +184.3% |
| All | +4,494.7% | +347.5% | +4,147.2% | +4,478.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling