+88.8%
CSCO vs KGC
+286.2%
-197.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -2.2% |
| 7D | -10.2% | +10.5% | -20.7% | -11.0% |
| 30D | -20.1% | -4.1% | -16.0% | -19.8% |
| 3M | -22.1% | -13.1% | -9.0% | -21.4% |
| 6M | +3.2% | -27.5% | +30.7% | +5.5% |
| YTD | +24.1% | -20.7% | +44.8% | +25.4% |
| 1Y | +34.6% | -6.1% | +40.6% | +33.8% |
| 3Y | +90.0% | +318.6% | -228.6% | +59.8% |
| All | +88.8% | +286.2% | -197.4% | +53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling