+128.8%
GOOG vs KGC
+454.1%
-325.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.1% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -7.7% | +10.5% | -18.1% | -9.0% |
| 3M | -9.3% | +19.8% | -29.1% | -11.8% |
| 6M | +7.4% | -6.7% | +14.1% | +7.7% |
| YTD | +4.9% | +7.8% | -2.9% | +2.3% |
| 1Y | +37.2% | +35.7% | +1.5% | +29.1% |
| 3Y | +141.6% | +553.7% | -412.1% | +76.5% |
| 5Y | +128.8% | +461.7% | -332.9% | +63.7% |
| All | +128.8% | +454.1% | -325.4% | +63.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling