+150.0%
EBAY vs KGC
+548.3%
-398.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | -3.6% | +10.5% | -14.1% | -4.8% |
| 3M | -4.4% | +19.8% | -24.2% | -6.8% |
| 6M | +12.1% | -6.7% | +18.7% | +12.1% |
| YTD | +19.9% | +7.8% | +12.2% | +17.3% |
| 1Y | +13.4% | +35.7% | -22.3% | +6.6% |
| All | +150.0% | +548.3% | -398.2% | +79.2% |
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