+108.5%
CSCO vs KGC
+556.1%
-447.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.1% |
| 7D | -0.5% | +2.4% | -3.0% | -0.7% |
| 30D | -10.1% | +9.2% | -19.3% | -10.8% |
| 3M | -11.7% | +16.7% | -28.5% | -13.0% |
| 6M | +40.1% | -7.0% | +47.1% | +40.1% |
| YTD | +43.8% | +7.5% | +36.3% | +42.4% |
| 1Y | +66.6% | +34.4% | +32.3% | +62.1% |
| 3Y | +108.5% | +552.0% | -443.5% | +79.8% |
| All | +108.5% | +556.1% | -447.6% | +79.8% |
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 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