+3,847.4%
ANET vs KGC
+698.0%
+3,149.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.5% |
| 7D | +3.0% | -5.6% | +8.6% | +3.7% |
| 30D | -5.2% | +6.1% | -11.3% | -6.0% |
| 3M | +27.6% | +17.3% | +10.3% | +24.8% |
| 6M | +44.4% | -10.3% | +54.7% | +45.2% |
| YTD | +52.3% | +3.9% | +48.5% | +50.5% |
| 1Y | +30.4% | +25.7% | +4.7% | +26.0% |
| 3Y | +313.3% | +526.0% | -212.7% | +243.2% |
| 5Y | +810.0% | +455.5% | +354.6% | +647.3% |
| All | +3,847.4% | +698.0% | +3,149.4% | +3,240.9% |
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 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