+678.3%
DELL vs KGC
+548.3%
+130.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +8.7% | -0.1% | +8.8% | +8.8% |
| 30D | +16.9% | +10.5% | +6.4% | +13.9% |
| 3M | +40.4% | +19.8% | +20.6% | +33.4% |
| 6M | +267.1% | -6.7% | +273.7% | +267.8% |
| YTD | +329.1% | +7.8% | +321.3% | +315.3% |
| 1Y | +346.9% | +35.7% | +311.2% | +309.9% |
| All | +678.3% | +548.3% | +130.1% | +371.3% |
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