+321.5%
CSCO vs KGC
+496.6%
-175.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.7% | +2.4% | +5.0% |
| 7D | -2.9% | +11.1% | -14.1% | -3.5% |
| 30D | -16.7% | -3.7% | -12.9% | -16.6% |
| 3M | -18.4% | -17.2% | -1.2% | -17.8% |
| 6M | +2.9% | -27.3% | +30.2% | +4.3% |
| YTD | +30.4% | -18.5% | +49.0% | +31.2% |
| 1Y | +41.4% | -5.7% | +47.1% | +41.1% |
| 3Y | +104.7% | +336.5% | -231.8% | +88.8% |
| 5Y | +96.9% | +298.7% | -201.8% | +79.8% |
| 10Y | +321.5% | +538.5% | -217.1% | +293.0% |
| All | +321.5% | +496.6% | -175.1% | +293.0% |
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