+143.3%
DELL vs KGC
-5.3%
+148.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +7.5% | -16.3% | -11.2% |
| 7D | -24.6% | -6.8% | -17.8% | -22.8% |
| 30D | -32.5% | -9.2% | -23.3% | -30.2% |
| 3M | -20.2% | -9.1% | -11.1% | -17.9% |
| 6M | +76.5% | -25.7% | +102.1% | +93.1% |
| YTD | +198.9% | -23.6% | +222.6% | +217.5% |
| 1Y | +143.3% | -4.3% | +147.6% | +135.4% |
| All | +143.3% | -5.3% | +148.6% | +135.4% |
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