+297.5%
AVGO vs KGC
+314.0%
-16.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.1% | +6.4% |
| 7D | +25.0% | -4.1% | +29.1% | +26.0% |
| 30D | +2.0% | -11.6% | +13.6% | +4.7% |
| 3M | -12.3% | -24.5% | +12.3% | -7.2% |
| 6M | -12.8% | -34.6% | +21.7% | -4.9% |
| YTD | +5.9% | -26.2% | +32.0% | +9.2% |
| 1Y | +3.3% | -20.1% | +23.5% | +4.0% |
| All | +297.5% | +314.0% | -16.5% | +196.7% |
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