+35.4%
GLW vs KGC
-18.5%
+53.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | +0.6% |
| 7D | +15.5% | -4.1% | +19.6% | +17.5% |
| 30D | -19.6% | -11.6% | -7.9% | -15.6% |
| 3M | -28.5% | -24.5% | -4.0% | -21.1% |
| 6M | -39.5% | -34.6% | -5.0% | -28.8% |
| YTD | +37.2% | -26.2% | +63.4% | +46.6% |
| 1Y | +35.4% | -20.1% | +55.5% | +38.5% |
| All | +35.4% | -18.5% | +53.9% | +38.5% |
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 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