+391.6%
EBAY vs KGC
+637.7%
-246.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.6% |
| 7D | -0.9% | -6.7% | +5.8% | -0.2% |
| 30D | +3.5% | -6.7% | +10.1% | +4.0% |
| 3M | +16.0% | -22.6% | +38.6% | +18.5% |
| 6M | +7.6% | -33.4% | +41.1% | +11.2% |
| YTD | +40.1% | -26.0% | +66.1% | +42.4% |
| 1Y | +45.0% | -18.3% | +63.3% | +45.8% |
| 3Y | +228.1% | +315.8% | -87.7% | +174.7% |
| 5Y | +78.6% | +225.7% | -147.1% | +49.4% |
| All | +391.6% | +637.7% | -246.0% | +309.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling