+216.5%
AZN vs KGC
+698.0%
-481.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.3% |
| 7D | -1.6% | -5.6% | +4.1% | -1.1% |
| 30D | +1.1% | +6.1% | -5.1% | +0.4% |
| 3M | -12.1% | +17.3% | -29.5% | -13.6% |
| 6M | -17.1% | -10.3% | -6.9% | -16.8% |
| YTD | -12.0% | +3.9% | -15.8% | -13.0% |
| 1Y | -0.2% | +25.7% | -26.0% | -3.4% |
| 3Y | +26.8% | +526.0% | -499.2% | +4.4% |
| 5Y | +56.9% | +455.5% | -398.6% | +28.3% |
| All | +216.5% | +698.0% | -481.5% | +155.2% |
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