+22.5%
BMY vs KGC
+556.1%
-533.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -3.2% |
| 7D | -3.3% | +2.4% | -5.8% | -3.3% |
| 30D | 0.0% | +9.2% | -9.3% | 0.0% |
| 3M | +17.7% | +16.7% | +1.0% | +17.8% |
| 6M | +9.6% | -7.0% | +16.6% | +9.6% |
| YTD | +24.0% | +7.5% | +16.5% | +24.3% |
| 1Y | +45.1% | +34.4% | +10.8% | +46.3% |
| 3Y | +22.5% | +552.0% | -529.5% | +22.1% |
| All | +22.5% | +556.1% | -533.6% | +22.1% |
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