+13,447.0%
GOOG vs KGC
+516.7%
+12,930.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.4% | +0.2% |
| 7D | +1.1% | +2.4% | -1.4% | +0.9% |
| 30D | -5.1% | +9.2% | -14.3% | -5.7% |
| 3M | -7.1% | +16.7% | -23.8% | -8.3% |
| 6M | +12.7% | -7.0% | +19.7% | +12.8% |
| YTD | +7.1% | +7.5% | -0.4% | +5.8% |
| 1Y | +43.6% | +34.4% | +9.2% | +39.6% |
| 3Y | +146.8% | +552.0% | -405.2% | +114.3% |
| 5Y | +133.7% | +454.5% | -320.8% | +102.7% |
| 10Y | +773.3% | +658.7% | +114.7% | +627.1% |
| All | +13,447.0% | +516.7% | +12,930.3% | +10,408.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling