+2,856.4%
AVGO vs KGC
+678.3%
+2,178.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -13.7% | +10.5% | -24.2% | -15.1% |
| 3M | -6.9% | +19.8% | -26.7% | -9.7% |
| 6M | +5.8% | -6.7% | +12.4% | +6.0% |
| YTD | +5.7% | +7.8% | -2.1% | +3.2% |
| 1Y | +9.0% | +35.7% | -26.6% | +3.2% |
| 3Y | +340.5% | +553.7% | -213.2% | +248.0% |
| 5Y | +711.1% | +461.7% | +249.4% | +535.8% |
| 10Y | +2,856.4% | +710.2% | +2,146.2% | +2,288.6% |
| All | +2,856.4% | +678.3% | +2,178.1% | +2,288.6% |
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