+5,397.9%
ANET vs KGC
+725.0%
+4,672.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.3% | +2.3% | -1.7% |
| 7D | -1.3% | -8.4% | +7.1% | -0.6% |
| 30D | -4.5% | +6.3% | -10.8% | -5.1% |
| 3M | +24.5% | +22.4% | +2.1% | +22.2% |
| 6M | +35.4% | -11.4% | +46.8% | +36.0% |
| YTD | +44.2% | +3.1% | +41.1% | +43.2% |
| 1Y | +25.4% | +26.6% | -1.2% | +22.5% |
| 3Y | +284.8% | +525.6% | -240.8% | +240.7% |
| 5Y | +761.7% | +451.7% | +310.0% | +657.7% |
| 10Y | +3,691.2% | +675.3% | +3,015.8% | +3,265.5% |
| All | +5,397.9% | +725.0% | +4,672.9% | +5,531.8% |
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