+29,187.3%
AVGO vs KGC
+21.2%
+29,166.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -5.8% | +9.7% | +4.6% |
| 7D | 0.0% | +8.0% | -8.1% | -1.0% |
| 30D | -8.2% | -9.3% | +1.1% | -7.3% |
| 3M | -21.3% | -21.3% | +0.1% | -19.5% |
| 6M | -22.5% | -31.5% | +9.0% | -19.8% |
| YTD | -3.6% | -23.2% | +19.7% | -1.9% |
| 1Y | -6.7% | -15.0% | +8.4% | -6.1% |
| 3Y | +258.1% | +328.7% | -70.6% | +205.2% |
| 5Y | +560.9% | +262.9% | +298.0% | +461.3% |
| 10Y | +2,475.6% | +568.9% | +1,906.7% | +1,940.0% |
| All | +29,187.3% | +21.2% | +29,166.1% | +28,627.9% |
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 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