+65.9%
CSCO vs KGC
+33.7%
+32.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.2% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -10.7% | +10.5% | -21.2% | -11.5% |
| 3M | -8.7% | +19.8% | -28.5% | -10.4% |
| 6M | +44.9% | -6.7% | +51.6% | +45.0% |
| YTD | +44.1% | +7.8% | +36.4% | +44.0% |
| 1Y | +65.9% | +35.7% | +30.2% | +64.0% |
| All | +65.9% | +33.7% | +32.2% | +64.0% |
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 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