+44.5%
CIEN vs KGC
-20.2%
+64.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | +15.3% | -6.7% | +21.9% | +18.4% |
| 30D | -22.0% | -6.7% | -15.3% | -19.9% |
| 3M | -36.6% | -22.6% | -14.1% | -31.0% |
| 6M | -51.5% | -33.4% | -18.0% | -43.1% |
| YTD | +20.0% | -26.0% | +45.9% | +18.8% |
| 1Y | +44.5% | -18.3% | +62.7% | +28.8% |
| All | +44.5% | -20.2% | +64.7% | +28.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling