+345.6%
AVGO vs KGC
+556.1%
-210.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -2.3% | +5.3% | +3.5% |
| 7D | -0.3% | +2.4% | -2.7% | -1.0% |
| 30D | -13.8% | +9.2% | -23.1% | -16.1% |
| 3M | -6.9% | +16.7% | -23.7% | -11.3% |
| 6M | +11.9% | -7.0% | +18.9% | +12.3% |
| YTD | +6.9% | +7.5% | -0.6% | +1.6% |
| 1Y | +7.4% | +34.4% | -26.9% | -4.4% |
| 3Y | +345.6% | +552.0% | -206.4% | +198.3% |
| All | +345.6% | +556.1% | -210.5% | +198.3% |
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