+32,043.9%
AVGO vs KGC
+16.6%
+32,027.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.5% | +9.1% | +5.9% |
| 7D | +25.0% | -4.1% | +29.1% | +25.5% |
| 30D | +2.0% | -11.6% | +13.6% | +3.2% |
| 3M | -12.3% | -24.5% | +12.3% | -9.9% |
| 6M | -12.8% | -34.6% | +21.7% | -9.2% |
| YTD | +5.9% | -26.2% | +32.0% | +8.1% |
| 1Y | +3.3% | -20.1% | +23.5% | +4.7% |
| 3Y | +293.1% | +312.4% | -19.3% | +236.3% |
| 5Y | +606.7% | +224.9% | +381.8% | +506.0% |
| 10Y | +2,733.6% | +608.7% | +2,124.8% | +2,136.4% |
| All | +32,043.9% | +16.6% | +32,027.3% | +31,557.5% |
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