+142.1%
GOOG vs KGC
+520.4%
-378.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | +1.1% |
| 7D | -2.5% | -8.4% | +5.9% | -1.6% |
| 30D | -3.6% | +6.3% | -10.0% | -4.4% |
| 3M | -6.4% | +22.4% | -28.9% | -8.7% |
| 6M | +7.8% | -11.4% | +19.2% | +8.6% |
| YTD | +5.5% | +3.1% | +2.4% | +3.9% |
| 1Y | +38.3% | +26.6% | +11.7% | +32.6% |
| All | +142.1% | +520.4% | -378.2% | +98.5% |
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 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