+276.1%
EBAY vs KGC
+698.0%
-421.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +2.5% |
| 7D | +4.2% | -5.6% | +9.8% | +4.7% |
| 30D | +5.6% | +6.1% | -0.5% | +4.9% |
| 3M | -1.4% | +17.3% | -18.7% | -3.3% |
| 6M | +18.2% | -10.3% | +28.5% | +18.6% |
| YTD | +24.8% | +3.9% | +21.0% | +23.1% |
| 1Y | +18.0% | +25.7% | -7.7% | +13.7% |
| 3Y | +160.3% | +526.0% | -365.7% | +112.0% |
| 5Y | +62.1% | +455.5% | -393.3% | +31.2% |
| All | +276.1% | +698.0% | -421.9% | +210.5% |
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