+45.4%
GILD vs KGC
-5.3%
+50.7%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +7.5% | -3.3% | +3.8% |
| 7D | +9.6% | -6.8% | +16.4% | +9.8% |
| 30D | +20.6% | -9.2% | +29.8% | +21.0% |
| 3M | +29.7% | -9.1% | +38.8% | +30.1% |
| 6M | +33.1% | -25.7% | +58.8% | +35.1% |
| YTD | +44.7% | -23.6% | +68.3% | +46.1% |
| 1Y | +45.4% | -4.3% | +49.7% | +48.0% |
| All | +45.4% | -5.3% | +50.7% | +48.0% |
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