+313.3%
ANET vs KGC
+524.7%
-211.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.7% | +4.9% | +5.4% |
| 7D | +3.0% | -5.6% | +8.6% | +4.4% |
| 30D | -5.2% | +6.1% | -11.3% | -6.9% |
| 3M | +27.6% | +17.3% | +10.3% | +21.8% |
| 6M | +44.4% | -10.3% | +54.7% | +46.0% |
| YTD | +52.3% | +3.9% | +48.5% | +47.8% |
| 1Y | +30.4% | +25.7% | +4.7% | +19.7% |
| 3Y | +313.3% | +526.0% | -212.7% | +164.9% |
| All | +313.3% | +524.7% | -211.4% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling